+811.4%
SPYM vs CCEP
+1,938.6%
-1,127.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +2.6% | +2.1% | +0.5% | +1.9% |
| 30D | -2.0% | +10.6% | -12.6% | -5.3% |
| 3M | -2.8% | +10.3% | -13.1% | -6.1% |
| 6M | +2.2% | +31.1% | -28.9% | -7.0% |
| YTD | +11.5% | +32.1% | -20.6% | +0.9% |
| 1Y | +13.5% | +32.8% | -19.3% | +2.4% |
| 3Y | +78.0% | +111.3% | -33.3% | +36.0% |
| 5Y | +73.1% | +147.5% | -74.4% | +24.0% |
| 10Y | +310.9% | +338.1% | -27.2% | +135.8% |
| All | +811.4% | +1,938.6% | -1,127.2% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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