-0.3%
CCI vs SPG
+33.4%
-33.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +3.2% | +5.6% | -2.4% | +0.9% |
| 30D | +12.2% | +17.6% | -5.4% | +4.9% |
| 3M | +23.1% | +7.5% | +15.7% | +19.5% |
| 6M | +1.3% | +18.5% | -17.3% | -6.0% |
| YTD | +4.5% | +30.9% | -26.4% | -7.3% |
| All | -0.3% | +33.4% | -33.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling