+1,086.6%
CCI vs SMTC
+2,762.2%
-1,675.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.7% | -2.3% |
| 7D | -3.4% | +12.9% | -16.2% | -6.4% |
| 30D | +9.9% | -25.6% | +35.5% | +14.2% |
| 3M | +22.7% | -4.5% | +27.2% | +19.2% |
| 6M | +0.8% | -8.3% | +9.1% | -4.3% |
| YTD | +4.1% | +69.9% | -65.8% | -14.9% |
| 1Y | -0.6% | +73.9% | -74.5% | -19.6% |
| 3Y | +9.4% | +757.7% | -748.2% | -47.9% |
| 5Y | -36.8% | +38.7% | -75.6% | -55.7% |
| 10Y | +65.4% | +376.1% | -310.7% | -24.9% |
| All | +1,086.6% | +2,762.2% | -1,675.6% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling