+19.6%
CCI vs SMTC
+516.8%
-497.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -4.4% | +17.5% | -21.9% | -5.7% |
| 30D | +0.3% | +21.3% | -21.0% | -1.7% |
| 3M | -20.0% | +3.1% | -23.1% | -21.1% |
| 6M | -14.5% | +81.7% | -96.2% | -21.0% |
| YTD | -14.9% | +115.9% | -130.8% | -23.0% |
| 1Y | -17.7% | +157.8% | -175.5% | -27.3% |
| 3Y | -12.4% | +557.3% | -569.7% | -38.2% |
| 5Y | -50.1% | +114.7% | -164.8% | -59.0% |
| All | +19.6% | +516.8% | -497.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling