+82.6%
SMR vs CCI
-10.8%
+93.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +13.1% | -0.3% | +13.3% | +13.1% |
| 30D | +17.8% | +2.1% | +15.6% | +17.4% |
| 3M | +8.1% | -17.8% | +25.9% | +11.8% |
| 6M | -11.1% | -14.2% | +3.1% | -9.3% |
| YTD | -23.7% | -13.3% | -10.4% | -22.7% |
| 1Y | -69.4% | -16.6% | -52.8% | -68.7% |
| All | +82.6% | -10.8% | +93.4% | +48.6% |
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