-85.6%
SMR vs CCI
+7.6%
-93.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -10.9% | -4.1% |
| 7D | -9.5% | +5.0% | -14.6% | -9.2% |
| 30D | -33.2% | +36.4% | -69.6% | -31.9% |
| 3M | -45.9% | +20.4% | -66.4% | -45.4% |
| 6M | -57.9% | +4.9% | -62.8% | -57.2% |
| YTD | -63.8% | +7.8% | -71.6% | -63.6% |
| 1Y | -85.6% | +7.3% | -92.9% | -85.3% |
| All | -85.6% | +7.6% | -93.2% | -85.3% |
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