+895.8%
CCI vs SMTC
+3,280.3%
-2,384.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -3.7% |
| 7D | -0.4% | +12.7% | -13.2% | -2.9% |
| 30D | +2.7% | +22.0% | -19.3% | -2.4% |
| 3M | -18.2% | -12.7% | -5.5% | -18.7% |
| 6M | -14.8% | +64.8% | -79.6% | -27.2% |
| YTD | -12.6% | +100.7% | -113.3% | -28.9% |
| 1Y | -16.7% | +146.9% | -163.6% | -36.0% |
| 3Y | -10.5% | +456.8% | -467.3% | -51.4% |
| 5Y | -51.4% | +89.2% | -140.7% | -67.4% |
| 10Y | +20.0% | +426.9% | -406.8% | -44.9% |
| All | +895.8% | +3,280.3% | -2,384.5% | +69.9% |
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 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