+296.4%
CCK vs SPY
+3,027.0%
-2,730.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +14.3% | -3.3% | +17.6% | +17.6% |
| 3M | +2.5% | -2.4% | +5.0% | +4.5% |
| 6M | +23.1% | +2.6% | +20.5% | +19.6% |
| YTD | +21.3% | +11.2% | +10.1% | +9.4% |
| 1Y | +27.7% | +13.4% | +14.3% | +12.9% |
| 3Y | +60.0% | +79.9% | -19.9% | -9.4% |
| 5Y | +22.4% | +72.2% | -49.8% | -28.1% |
| 10Y | +143.0% | +307.3% | -164.3% | -33.5% |
| All | +296.4% | +3,027.0% | -2,730.6% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling