+21.7%
CCI vs SPY
+321.4%
-299.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | +2.1% | -1.4% | +3.5% | +3.0% |
| 3M | -17.8% | +3.7% | -21.5% | -20.0% |
| 6M | -14.2% | +13.0% | -27.2% | -21.2% |
| YTD | -13.3% | +12.4% | -25.7% | -20.2% |
| 1Y | -16.6% | +18.5% | -35.1% | -26.0% |
| 3Y | -10.8% | +77.6% | -88.4% | -42.6% |
| 5Y | -50.3% | +81.7% | -132.0% | -68.9% |
| All | +21.7% | +321.4% | -299.7% | -56.3% |
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