+823.3%
SPYM vs CCI
+355.8%
+467.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +3.9% | -16.3% | +20.2% | +9.5% |
| 6M | +14.5% | -13.9% | +28.5% | +19.0% |
| YTD | +13.0% | -12.4% | +25.4% | +16.1% |
| 1Y | +19.4% | -15.2% | +34.6% | +23.8% |
| 3Y | +78.9% | -9.9% | +88.7% | +76.2% |
| 5Y | +82.3% | -50.8% | +133.2% | +120.6% |
| 10Y | +314.7% | +18.3% | +296.4% | +259.9% |
| All | +823.3% | +355.8% | +467.5% | +375.3% |
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