+50.1%
CCNE vs SPY
+72.1%
-22.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | +2.6% | -3.1% | -2.3% |
| 30D | +6.4% | -2.0% | +8.3% | +7.7% |
| 3M | +2.4% | -2.8% | +5.2% | +4.3% |
| 6M | +18.9% | +2.1% | +16.7% | +16.5% |
| YTD | +38.5% | +11.5% | +27.1% | +27.0% |
| 1Y | +46.0% | +13.5% | +32.6% | +32.1% |
| 3Y | +97.0% | +77.7% | +19.3% | +29.7% |
| All | +50.1% | +72.1% | -22.0% | -2.0% |
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 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