+1,817.6%
SMH vs CCI
+23.6%
+1,794.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.8% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | -2.8% | +2.2% | -5.0% | -3.4% |
| 3M | -6.7% | -16.9% | +10.2% | -2.5% |
| 6M | +41.8% | -11.5% | +53.3% | +44.3% |
| YTD | +57.9% | -12.8% | +70.7% | +60.6% |
| 1Y | +87.6% | -17.1% | +104.7% | +93.5% |
| 3Y | +282.9% | -9.6% | +292.6% | +262.5% |
| 5Y | +330.4% | -48.9% | +379.3% | +422.7% |
| All | +1,817.6% | +23.6% | +1,794.0% | +1,653.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling