-16.2%
CCI vs SPG
+19.6%
-35.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | +2.1% | -6.3% | +8.4% | +4.9% |
| 3M | -17.8% | -2.4% | -15.4% | -17.1% |
| 6M | -14.2% | +9.6% | -23.8% | -17.8% |
| YTD | -13.3% | +14.2% | -27.6% | -18.5% |
| All | -16.2% | +19.6% | -35.8% | -22.3% |
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