-14.4%
SMR vs CCI
-43.4%
+29.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.4% | -18.0% | -16.1% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | -10.2% | +2.2% | -12.4% | -10.6% |
| 3M | -10.0% | -16.9% | +6.9% | -7.1% |
| 6M | -30.5% | -11.5% | -18.9% | -29.5% |
| YTD | -39.2% | -12.8% | -26.4% | -38.4% |
| 1Y | -75.5% | -17.1% | -58.4% | -74.9% |
| 3Y | +45.4% | -9.6% | +55.1% | +41.5% |
| All | -14.4% | -43.4% | +29.0% | -9.9% |
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 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