+44.6%
SMCI vs CCI
-10.3%
+54.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +7.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +6.6% | +2.2% | +4.4% | +6.5% |
| 3M | +25.4% | -16.9% | +42.3% | +27.0% |
| 6M | +26.1% | -11.5% | +37.7% | +26.9% |
| YTD | +37.0% | -12.8% | +49.8% | +37.5% |
| 1Y | -8.8% | -17.1% | +8.3% | -8.5% |
| 3Y | +44.6% | -9.6% | +54.2% | +43.1% |
| All | +44.6% | -10.3% | +54.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling