+895.8%
CCI vs SPY
+1,047.6%
-151.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | -18.2% | +2.0% | -20.2% | -20.3% |
| 6M | -14.8% | +13.0% | -27.8% | -25.1% |
| YTD | -12.6% | +13.5% | -26.1% | -23.6% |
| 1Y | -16.7% | +20.0% | -36.7% | -31.2% |
| 3Y | -10.5% | +77.2% | -87.7% | -52.0% |
| 5Y | -51.4% | +81.9% | -133.3% | -75.1% |
| 10Y | +20.0% | +314.1% | -294.0% | -75.6% |
| All | +895.8% | +1,047.6% | -151.8% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling