+46.1%
CCI vs SPMO
+575.8%
-529.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.2% | +3.4% | -3.2% | -1.2% |
| 30D | +0.5% | +0.5% | 0.0% | +0.2% |
| 3M | -16.3% | +1.9% | -18.2% | -18.2% |
| 6M | -13.9% | +27.8% | -41.8% | -25.5% |
| YTD | -12.4% | +26.7% | -39.1% | -23.8% |
| 1Y | -15.2% | +28.9% | -44.1% | -27.0% |
| 3Y | -9.9% | +160.7% | -170.5% | -50.9% |
| 5Y | -50.8% | +150.2% | -201.0% | -72.8% |
| 10Y | +18.3% | +517.5% | -499.2% | -57.1% |
| All | +46.1% | +575.8% | -529.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling