+1,010.3%
SPY vs CCI
+1,081.5%
-71.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -3.3% | +10.3% | -13.6% | -5.1% |
| 3M | -2.4% | +17.9% | -20.3% | -5.5% |
| 6M | +2.6% | -0.5% | +3.0% | +1.9% |
| YTD | +11.2% | +2.7% | +8.5% | +9.5% |
| 1Y | +13.4% | +3.1% | +10.2% | +11.5% |
| 3Y | +79.9% | +8.0% | +71.9% | +73.5% |
| 5Y | +72.2% | -37.8% | +110.0% | +81.8% |
| 10Y | +307.3% | +56.5% | +250.8% | +268.0% |
| All | +1,010.3% | +1,081.5% | -71.2% | +589.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling