+1,090.4%
CCI vs SM
+687.3%
+403.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +3.2% | -19.5% | +22.7% | +5.1% |
| 30D | +12.2% | -20.2% | +32.4% | +14.3% |
| 3M | +23.1% | -6.5% | +29.7% | +23.4% |
| 6M | +1.3% | +1.6% | -0.3% | +0.3% |
| YTD | +4.5% | +61.2% | -56.8% | -1.5% |
| 1Y | +2.3% | +65.4% | -63.0% | -3.8% |
| 3Y | +9.8% | -13.0% | +22.8% | +7.1% |
| 5Y | -36.5% | -4.3% | -32.3% | -40.5% |
| 10Y | +64.7% | +3.0% | +61.6% | +19.9% |
| All | +1,090.4% | +687.3% | +403.1% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling