-52.8%
CC vs SPY
+74.0%
-126.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +4.7% | +3.3% | +1.4% | -0.5% |
| 30D | +1.1% | -2.7% | +3.8% | +5.7% |
| 3M | -11.9% | -1.7% | -10.1% | -9.2% |
| 6M | -45.4% | +3.1% | -48.5% | -47.6% |
| YTD | +14.9% | +11.9% | +3.0% | -3.9% |
| 1Y | +8.2% | +12.0% | -3.8% | -9.3% |
| 3Y | -39.2% | +78.2% | -117.4% | -73.7% |
| 5Y | -52.8% | +73.2% | -126.0% | -78.2% |
| All | -52.8% | +74.0% | -126.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling