-9.9%
CC vs SPY
+315.0%
-324.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +1.0% |
| 30D | -2.4% | -3.3% | +0.9% | +3.5% |
| 3M | -15.2% | -2.4% | -12.8% | -11.5% |
| 6M | -41.8% | +2.6% | -44.4% | -44.0% |
| YTD | +14.3% | +11.2% | +3.0% | -4.9% |
| 1Y | +8.5% | +13.4% | -4.9% | -12.4% |
| 3Y | -39.3% | +79.9% | -119.2% | -76.6% |
| 5Y | -50.3% | +72.2% | -122.5% | -79.0% |
| 10Y | -9.9% | +307.3% | -317.2% | -92.8% |
| All | -9.9% | +315.0% | -324.9% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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