-2.7%
SMCI vs CCI
-18.8%
+16.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.8% |
| 7D | +6.8% | -0.4% | +7.2% | +6.8% |
| 30D | +30.6% | +2.7% | +27.9% | +30.0% |
| 3M | -15.6% | -18.2% | +2.6% | -11.6% |
| 6M | +21.3% | -14.8% | +36.0% | +25.5% |
| YTD | +35.3% | -12.6% | +47.9% | +37.1% |
| 1Y | -2.7% | -16.7% | +14.0% | -1.5% |
| All | -2.7% | -18.8% | +16.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling