-19.5%
CCU vs SPY
+307.0%
-326.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -2.4% |
| 30D | +1.8% | -2.0% | +3.8% | +2.9% |
| 3M | -8.0% | -2.8% | -5.2% | -6.5% |
| 6M | -9.1% | +2.1% | -11.2% | -10.3% |
| YTD | -14.6% | +11.5% | -26.1% | -20.0% |
| 1Y | -17.4% | +13.5% | -30.8% | -23.4% |
| 3Y | +0.6% | +77.7% | -77.1% | -29.1% |
| 5Y | -29.7% | +72.6% | -102.3% | -50.1% |
| All | -19.5% | +307.0% | -326.5% | -60.8% |
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