+1,090.4%
CCI vs SPG
+2,966.9%
-1,876.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +3.2% | +5.6% | -2.4% | +1.4% |
| 30D | +12.2% | +17.6% | -5.4% | +6.3% |
| 3M | +23.1% | +7.5% | +15.7% | +20.2% |
| 6M | +1.3% | +18.5% | -17.3% | -4.5% |
| YTD | +4.5% | +30.9% | -26.4% | -4.7% |
| 1Y | +2.3% | +34.1% | -31.8% | -7.4% |
| 3Y | +9.8% | +135.5% | -125.7% | -18.8% |
| 5Y | -36.5% | +86.5% | -123.1% | -49.9% |
| 10Y | +64.7% | +116.1% | -51.4% | +8.0% |
| All | +1,090.4% | +2,966.9% | -1,876.5% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling