+100.8%
CCNE vs SPY
+311.8%
-210.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.0% |
| 7D | -2.5% | -0.9% | -1.6% | -1.8% |
| 30D | +6.3% | -2.4% | +8.7% | +8.6% |
| 3M | +4.4% | -1.2% | +5.6% | +5.2% |
| 6M | +18.1% | +3.3% | +14.8% | +13.4% |
| YTD | +39.5% | +12.3% | +27.2% | +22.7% |
| 1Y | +46.2% | +12.4% | +33.7% | +28.3% |
| 3Y | +96.3% | +78.8% | +17.5% | +5.4% |
| 5Y | +51.1% | +75.2% | -24.0% | -18.4% |
| 10Y | +100.8% | +311.1% | -210.3% | -66.4% |
| All | +100.8% | +311.8% | -210.9% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling