-50.1%
CCI vs SPYG
+82.6%
-132.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | +0.3% | -1.9% | +2.2% | +0.8% |
| 3M | -20.0% | +5.2% | -25.1% | -21.3% |
| 6M | -14.5% | +15.6% | -30.1% | -18.6% |
| YTD | -14.9% | +12.4% | -27.3% | -18.3% |
| 1Y | -17.7% | +17.5% | -35.1% | -22.2% |
| 3Y | -12.4% | +98.1% | -110.4% | -37.0% |
| 5Y | -50.1% | +84.9% | -135.0% | -64.0% |
| All | -50.1% | +82.6% | -132.7% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling