+287.0%
CCK vs SPY
+3,045.4%
-2,758.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -1.1% | +3.3% | -4.4% | -4.0% |
| 30D | +9.8% | -2.7% | +12.5% | +12.3% |
| 3M | +0.1% | -1.7% | +1.8% | +1.3% |
| 6M | +21.5% | +3.1% | +18.4% | +17.5% |
| YTD | +18.5% | +11.9% | +6.6% | +6.2% |
| 1Y | +23.7% | +12.0% | +11.7% | +10.6% |
| 3Y | +55.2% | +78.2% | -23.0% | -11.3% |
| 5Y | +15.9% | +73.2% | -57.4% | -32.3% |
| 10Y | +145.6% | +309.6% | -164.1% | -33.1% |
| All | +287.0% | +3,045.4% | -2,758.4% | -79.9% |
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