+149.2%
CCK vs SPY
+304.1%
-154.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +2.4% | -0.6% | +2.9% | +2.8% |
| 30D | +14.1% | -3.7% | +17.8% | +18.0% |
| 3M | +2.7% | -2.7% | +5.5% | +5.1% |
| 6M | +22.9% | +2.2% | +20.7% | +19.6% |
| YTD | +21.2% | +10.8% | +10.3% | +8.9% |
| 1Y | +25.8% | +11.2% | +14.6% | +12.4% |
| 3Y | +58.7% | +76.5% | -17.8% | -13.5% |
| 5Y | +22.0% | +72.9% | -51.0% | -32.5% |
| 10Y | +149.2% | +304.8% | -155.6% | -45.3% |
| All | +149.2% | +304.1% | -154.9% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling