-15.6%
SPCX vs CCI
+2.3%
-17.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.5% | -10.3% | -3.5% |
| 7D | -6.4% | +5.0% | -11.5% | -6.1% |
| 30D | -20.6% | +36.4% | -56.9% | -20.2% |
| 3M | +8.4% | +20.4% | -12.0% | +5.4% |
| All | -15.6% | +2.3% | -17.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · Available span rolling