-9.6%
CCI vs SPYG
+98.4%
-108.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +2.2% | -1.5% | +3.7% | +2.2% |
| 3M | -16.9% | +3.7% | -20.6% | -16.7% |
| 6M | -11.5% | +16.4% | -28.0% | -11.7% |
| YTD | -12.8% | +13.3% | -26.2% | -13.0% |
| 1Y | -17.1% | +17.9% | -34.9% | -17.2% |
| 3Y | -9.6% | +98.3% | -108.0% | -25.0% |
| All | -9.6% | +98.4% | -108.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling