+311.0%
SPYM vs CCI
+67.9%
+243.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.6% | +2.5% | 0.0% | +1.8% |
| 30D | -2.0% | +14.4% | -16.4% | -6.0% |
| 3M | -2.8% | +21.7% | -24.5% | -8.8% |
| 6M | +2.2% | +4.0% | -1.9% | -0.1% |
| YTD | +11.5% | +6.2% | +5.3% | +7.5% |
| 1Y | +13.5% | +5.4% | +8.1% | +9.6% |
| 3Y | +78.0% | +11.7% | +66.3% | +62.4% |
| 5Y | +73.1% | -35.6% | +108.8% | +95.2% |
| All | +311.0% | +67.9% | +243.0% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling