+324.2%
SMH vs CCI
-50.8%
+374.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | +1.4% | -4.4% | +5.8% | +1.8% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | -1.9% | -20.0% | +18.1% | +0.6% |
| 6M | +41.0% | -14.5% | +55.5% | +42.6% |
| YTD | +55.6% | -14.9% | +70.4% | +56.9% |
| 1Y | +86.8% | -17.7% | +104.5% | +89.3% |
| 3Y | +277.7% | -12.4% | +290.0% | +256.3% |
| 5Y | +324.2% | -50.1% | +374.3% | +407.9% |
| All | +324.2% | -50.8% | +374.9% | +407.9% |
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