+467.6%
CCU vs SPY
+3,091.8%
-2,624.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +6.3% | +2.0% | +4.3% | +5.1% |
| 6M | -5.5% | +13.0% | -18.6% | -11.5% |
| YTD | -5.6% | +13.5% | -19.2% | -11.8% |
| 1Y | -1.8% | +20.0% | -21.8% | -11.0% |
| 3Y | -10.9% | +77.2% | -88.1% | -35.0% |
| 5Y | -25.1% | +81.9% | -106.9% | -46.4% |
| 10Y | -17.6% | +314.1% | -331.6% | -62.4% |
| All | +467.6% | +3,091.8% | -2,624.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling