+282.9%
SMH vs CCI
-10.3%
+293.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.9% |
| 7D | +0.3% | -0.3% | +0.5% | +0.2% |
| 30D | -2.8% | +2.2% | -5.0% | -2.4% |
| 3M | -6.7% | -16.9% | +10.2% | -8.7% |
| 6M | +41.8% | -11.5% | +53.3% | +39.8% |
| YTD | +57.9% | -12.8% | +70.7% | +55.4% |
| 1Y | +87.6% | -17.1% | +104.7% | +83.7% |
| 3Y | +282.9% | -9.6% | +292.6% | +263.7% |
| All | +282.9% | -10.3% | +293.2% | +263.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling