+82.3%
SPYM vs CCI
-51.2%
+133.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.4% | +2.1% | -3.5% | -1.8% |
| 3M | +3.7% | -17.8% | +21.6% | +7.6% |
| 6M | +13.0% | -14.2% | +27.2% | +15.9% |
| YTD | +12.5% | -13.3% | +25.8% | +14.7% |
| 1Y | +18.6% | -16.6% | +35.2% | +21.9% |
| 3Y | +78.0% | -10.8% | +88.8% | +73.7% |
| 5Y | +82.3% | -50.3% | +132.6% | +118.2% |
| All | +82.3% | -51.2% | +133.5% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling