+921.6%
SMCI vs CCI
-50.8%
+972.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.2% | -3.7% |
| 7D | -1.3% | -4.4% | +3.1% | -0.7% |
| 30D | +18.3% | +0.3% | +18.0% | +18.2% |
| 3M | +27.7% | -20.0% | +47.7% | +31.9% |
| 6M | +17.6% | -14.5% | +32.1% | +20.0% |
| YTD | +27.7% | -14.9% | +42.6% | +30.1% |
| 1Y | -14.9% | -17.7% | +2.8% | -12.9% |
| 3Y | +33.2% | -12.4% | +45.5% | +31.2% |
| 5Y | +921.6% | -50.1% | +971.7% | +1,103.1% |
| All | +921.6% | -50.8% | +972.4% | +1,103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling