+1,086.6%
CCI vs SPG
+2,970.5%
-1,883.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -3.4% | +2.7% | -6.1% | -4.3% |
| 30D | +9.9% | +16.6% | -6.6% | +4.5% |
| 3M | +22.7% | +8.1% | +14.6% | +19.5% |
| 6M | +0.8% | +19.3% | -18.5% | -5.1% |
| YTD | +4.1% | +31.1% | -26.9% | -5.0% |
| 1Y | -0.6% | +32.8% | -33.4% | -9.8% |
| 3Y | +9.4% | +135.8% | -126.3% | -19.1% |
| 5Y | -36.8% | +85.1% | -121.9% | -50.1% |
| 10Y | +65.4% | +115.9% | -50.5% | +8.5% |
| All | +1,086.6% | +2,970.5% | -1,883.9% | +165.0% |
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