+70.8%
CCNR vs SPY
+38.2%
+32.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -1.5% | -2.0% | +0.4% | -0.1% |
| 30D | +3.1% | -1.7% | +4.7% | +4.3% |
| 3M | +7.0% | +4.7% | +2.3% | +3.3% |
| 6M | +7.0% | +12.5% | -5.5% | -2.0% |
| YTD | +26.9% | +11.7% | +15.2% | +16.7% |
| 1Y | +47.0% | +17.5% | +29.5% | +30.4% |
| All | +70.8% | +38.2% | +32.6% | +31.5% |
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