+101.7%
SMR vs CCI
+12.1%
+89.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | -8.3% | +2.5% | -10.8% | -8.2% |
| 30D | -20.1% | +14.4% | -34.5% | -20.0% |
| 3M | -52.7% | +21.7% | -74.4% | -52.6% |
| 6M | -61.0% | +4.0% | -65.1% | -60.7% |
| YTD | -67.1% | +6.2% | -73.3% | -67.0% |
| 1Y | -79.9% | +5.4% | -85.3% | -79.8% |
| 3Y | +101.7% | +11.7% | +90.0% | +101.7% |
| All | +101.7% | +12.1% | +89.6% | +101.7% |
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