-10.2%
CCI vs SMTC
+565.9%
-576.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.0% |
| 7D | -0.3% | +22.5% | -22.7% | -0.5% |
| 30D | +2.1% | +24.9% | -22.8% | +1.9% |
| 3M | -17.8% | +4.1% | -21.9% | -17.8% |
| 6M | -14.2% | +92.6% | -106.7% | -15.9% |
| YTD | -13.3% | +122.5% | -135.8% | -15.5% |
| 1Y | -16.6% | +166.2% | -182.8% | -19.2% |
| All | -10.2% | +565.9% | -576.0% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling