+96.2%
SMH vs CCI
-18.8%
+115.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.4% |
| 30D | -0.5% | +2.7% | -3.2% | +0.3% |
| 3M | -9.6% | -18.2% | +8.6% | -12.1% |
| 6M | +42.1% | -14.8% | +56.9% | +38.8% |
| YTD | +57.4% | -12.6% | +70.0% | +53.3% |
| 1Y | +96.2% | -16.7% | +113.0% | +89.3% |
| All | +96.2% | -18.8% | +115.0% | +89.3% |
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