+22.5%
CCI vs SPG
+59.6%
-37.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +2.1% | -6.3% | +8.4% | +3.5% |
| 3M | -17.8% | -2.4% | -15.4% | -17.5% |
| 6M | -14.2% | +9.6% | -23.8% | -15.8% |
| YTD | -13.3% | +14.2% | -27.6% | -15.8% |
| 1Y | -16.6% | +19.3% | -35.9% | -19.7% |
| 3Y | -10.8% | +106.7% | -117.5% | -23.6% |
| 5Y | -50.3% | +104.2% | -154.5% | -57.7% |
| 10Y | +22.5% | +63.7% | -41.2% | +30.4% |
| All | +22.5% | +59.6% | -37.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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