+334.1%
CCI vs SPYG
+561.6%
-227.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +0.2% | +1.2% | -1.0% | -0.8% |
| 30D | +0.5% | -1.6% | +2.1% | +1.7% |
| 3M | -16.3% | +3.4% | -19.6% | -19.4% |
| 6M | -13.9% | +18.9% | -32.8% | -26.7% |
| YTD | -12.4% | +13.8% | -26.2% | -22.8% |
| 1Y | -15.2% | +20.6% | -35.8% | -29.1% |
| 3Y | -9.9% | +100.5% | -110.4% | -54.5% |
| 5Y | -50.8% | +84.6% | -135.5% | -74.3% |
| 10Y | +18.3% | +410.8% | -392.5% | -77.7% |
| All | +334.1% | +561.6% | -227.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling