+60.0%
CCK vs SPY
+78.0%
-18.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +14.3% | -3.3% | +17.6% | +16.2% |
| 3M | +2.5% | -2.4% | +5.0% | +3.7% |
| 6M | +23.1% | +2.6% | +20.5% | +21.0% |
| YTD | +21.3% | +11.2% | +10.1% | +13.8% |
| 1Y | +27.7% | +13.4% | +14.3% | +18.4% |
| 3Y | +60.0% | +79.9% | -19.9% | +6.2% |
| All | +60.0% | +78.0% | -18.0% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling