+233.7%
SMH vs CCI
-35.6%
+269.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +4.9% | +2.5% | +2.4% | +4.7% |
| 30D | -13.8% | +14.4% | -28.2% | -14.8% |
| 3M | -17.4% | +21.7% | -39.1% | -18.8% |
| 6M | -15.0% | +4.0% | -19.0% | -15.2% |
| YTD | +35.2% | +6.2% | +28.9% | +33.7% |
| 1Y | +41.6% | +5.4% | +36.2% | +40.3% |
| 3Y | +215.6% | +11.7% | +203.9% | +189.4% |
| All | +233.7% | -35.6% | +269.3% | +291.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling