-50.1%
CCI vs SPMO
+145.0%
-195.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +0.3% | -0.7% | +1.0% | +0.4% |
| 3M | -20.0% | +2.8% | -22.8% | -21.1% |
| 6M | -14.5% | +24.4% | -39.0% | -20.5% |
| YTD | -14.9% | +24.2% | -39.0% | -20.8% |
| 1Y | -17.7% | +24.5% | -42.2% | -23.5% |
| 3Y | -12.4% | +155.6% | -167.9% | -44.3% |
| 5Y | -50.1% | +148.2% | -198.3% | -68.3% |
| All | -50.1% | +145.0% | -195.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling