-53.7%
SMR vs CCI
-31.1%
-22.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.5% |
| 7D | -8.3% | +2.5% | -10.8% | -8.6% |
| 30D | -20.1% | +14.4% | -34.5% | -21.7% |
| 3M | -52.7% | +21.7% | -74.4% | -54.2% |
| 6M | -61.0% | +4.0% | -65.1% | -61.4% |
| YTD | -67.1% | +6.2% | -73.3% | -67.7% |
| 1Y | -79.9% | +5.4% | -85.3% | -80.2% |
| 3Y | +101.7% | +11.7% | +90.0% | +89.3% |
| All | -53.7% | -31.1% | -22.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling