+43.4%
SMH vs CCI
+7.6%
+35.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -1.6% |
| 7D | -11.2% | +5.0% | -16.2% | -10.3% |
| 30D | -20.4% | +36.4% | -56.8% | -15.6% |
| 3M | -12.4% | +20.4% | -32.8% | -9.7% |
| 6M | -0.5% | +4.9% | -5.4% | +1.1% |
| YTD | +40.0% | +7.8% | +32.2% | +42.3% |
| 1Y | +43.4% | +7.3% | +36.1% | +46.1% |
| All | +43.4% | +7.6% | +35.8% | +46.1% |
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 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