+21.7%
SMCI vs CCI
-14.5%
+36.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | +23.7% | +2.1% | +21.6% | +23.6% |
| 3M | -4.2% | -17.8% | +13.6% | -1.5% |
| 6M | +21.7% | -14.2% | +35.9% | +22.9% |
| All | +21.7% | -14.5% | +36.3% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling