+22.4%
CCK vs SPY
+71.5%
-49.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +14.3% | -3.3% | +17.6% | +17.0% |
| 3M | +2.5% | -2.4% | +5.0% | +4.1% |
| 6M | +23.1% | +2.6% | +20.5% | +20.2% |
| YTD | +21.3% | +11.2% | +10.1% | +11.3% |
| 1Y | +27.7% | +13.4% | +14.3% | +15.3% |
| 3Y | +60.0% | +79.9% | -19.9% | -4.3% |
| 5Y | +22.4% | +72.2% | -49.8% | -27.4% |
| All | +22.4% | +71.5% | -49.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling