+19.6%
CCI vs SPY
+318.9%
-299.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -4.4% | -2.0% | -2.4% | -3.1% |
| 30D | +0.3% | -1.7% | +2.0% | +1.4% |
| 3M | -20.0% | +4.7% | -24.7% | -22.6% |
| 6M | -14.5% | +12.5% | -27.0% | -21.3% |
| YTD | -14.9% | +11.7% | -26.6% | -21.3% |
| 1Y | -17.7% | +17.5% | -35.1% | -26.5% |
| 3Y | -12.4% | +76.6% | -88.9% | -43.4% |
| 5Y | -50.1% | +82.0% | -132.2% | -68.8% |
| All | +19.6% | +318.9% | -299.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling