-50.3%
CCI vs SPY
+81.0%
-131.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.1% | -1.4% | +3.5% | +2.8% |
| 3M | -17.8% | +3.7% | -21.5% | -19.5% |
| 6M | -14.2% | +13.0% | -27.2% | -19.8% |
| YTD | -13.3% | +12.4% | -25.7% | -18.8% |
| 1Y | -16.6% | +18.5% | -35.1% | -24.2% |
| 3Y | -10.8% | +77.6% | -88.4% | -40.2% |
| 5Y | -50.3% | +81.7% | -132.0% | -68.0% |
| All | -50.3% | +81.0% | -131.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling