-22.1%
CCU vs SPY
+81.0%
-103.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.4% |
| 30D | -1.3% | -1.4% | +0.1% | -0.4% |
| 3M | +7.8% | +3.7% | +4.1% | +5.3% |
| 6M | +2.1% | +13.0% | -10.9% | -5.6% |
| YTD | -5.0% | +12.4% | -17.4% | -11.8% |
| 1Y | +2.0% | +18.5% | -16.6% | -8.3% |
| 3Y | -6.2% | +77.6% | -83.8% | -35.9% |
| 5Y | -22.1% | +81.7% | -103.8% | -47.8% |
| All | -22.1% | +81.0% | -103.1% | -47.8% |
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 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