+268.9%
CCK vs SPY
+3,091.8%
-2,822.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | +24.1% | +2.0% | +22.1% | +21.5% |
| 6M | +4.5% | +13.0% | -8.5% | -6.7% |
| YTD | +12.9% | +13.5% | -0.6% | +0.2% |
| 1Y | +26.4% | +20.0% | +6.4% | +6.3% |
| 3Y | +27.1% | +77.2% | -50.1% | -26.7% |
| 5Y | +8.8% | +81.9% | -73.1% | -39.1% |
| 10Y | +123.2% | +314.1% | -190.9% | -39.6% |
| All | +268.9% | +3,091.8% | -2,822.9% | -81.0% |
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