+895.8%
CCI vs SPG
+2,610.3%
-1,714.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | +2.7% | -6.8% | +9.5% | +5.1% |
| 3M | -18.2% | +2.7% | -20.9% | -19.0% |
| 6M | -14.8% | +5.5% | -20.2% | -16.4% |
| YTD | -12.6% | +15.7% | -28.3% | -16.9% |
| 1Y | -16.7% | +20.9% | -37.6% | -22.0% |
| 3Y | -10.5% | +112.4% | -122.9% | -31.4% |
| 5Y | -51.4% | +101.4% | -152.8% | -62.7% |
| 10Y | +20.0% | +60.6% | -40.6% | -11.9% |
| All | +895.8% | +2,610.3% | -1,714.5% | +131.9% |
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