+65.4%
CCI vs SPY
+311.8%
-246.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -2.9% |
| 30D | +9.9% | -2.4% | +12.3% | +11.4% |
| 3M | +22.7% | -1.2% | +23.8% | +23.5% |
| 6M | +0.8% | +3.3% | -2.5% | -1.8% |
| YTD | +4.1% | +12.3% | -8.1% | -4.2% |
| 1Y | -0.6% | +12.4% | -13.1% | -8.6% |
| 3Y | +9.4% | +78.8% | -69.4% | -30.1% |
| 5Y | -36.8% | +75.2% | -112.0% | -59.3% |
| 10Y | +65.4% | +311.1% | -245.7% | -42.3% |
| All | +65.4% | +311.8% | -246.3% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling