+4,495.9%
SMCI vs CCI
+287.1%
+4,208.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +9.7% | +0.2% | +9.5% | +9.5% |
| 30D | +29.3% | +0.5% | +28.8% | +28.9% |
| 3M | -8.5% | -16.3% | +7.8% | -2.0% |
| 6M | +28.6% | -13.9% | +42.5% | +35.6% |
| YTD | +37.5% | -12.4% | +50.0% | +43.4% |
| 1Y | +0.5% | -15.2% | +15.7% | +6.1% |
| 3Y | +43.4% | -9.9% | +53.3% | +39.3% |
| 5Y | +1,008.2% | -50.8% | +1,059.0% | +1,320.2% |
| 10Y | +1,776.0% | +18.3% | +1,757.8% | +1,340.9% |
| All | +4,495.9% | +287.1% | +4,208.8% | +1,097.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling