-50.1%
CCI vs SPXS
-85.4%
+35.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.4% |
| 7D | -4.4% | +6.4% | -10.8% | -3.4% |
| 30D | +0.3% | +6.0% | -5.7% | +1.4% |
| 3M | -20.0% | -11.6% | -8.3% | -21.5% |
| 6M | -14.5% | -28.7% | +14.2% | -19.0% |
| YTD | -14.9% | -26.3% | +11.4% | -18.6% |
| 1Y | -17.7% | -34.9% | +17.3% | -22.8% |
| 3Y | -12.4% | -79.5% | +67.1% | -33.9% |
| 5Y | -50.1% | -85.9% | +35.8% | -62.2% |
| All | -50.1% | -85.4% | +35.3% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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