-49.2%
CCI vs SMTC
+118.6%
-167.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -0.3% | +22.5% | -22.7% | -1.2% |
| 30D | +2.1% | +24.9% | -22.8% | +0.9% |
| 3M | -17.8% | +4.1% | -21.9% | -18.4% |
| 6M | -14.2% | +92.6% | -106.7% | -18.5% |
| YTD | -13.3% | +122.5% | -135.8% | -18.6% |
| 1Y | -16.6% | +166.2% | -182.8% | -22.9% |
| 3Y | -10.8% | +577.2% | -588.0% | -31.9% |
| All | -49.2% | +118.6% | -167.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling