-36.4%
CCI vs SMTC
+31.4%
-67.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.9% |
| 7D | -1.4% | +30.5% | -31.9% | -2.4% |
| 30D | +12.7% | -30.9% | +43.6% | +14.1% |
| 3M | +23.0% | -14.7% | +37.7% | +23.0% |
| 6M | +0.6% | -9.6% | +10.2% | -0.5% |
| YTD | +4.9% | +62.1% | -57.2% | -0.6% |
| 1Y | +0.7% | +66.6% | -65.9% | -4.9% |
| 3Y | +10.2% | +718.1% | -707.9% | -21.2% |
| 5Y | -36.4% | +32.8% | -69.2% | -39.8% |
| All | -36.4% | +31.4% | -67.8% | -39.8% |
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