-9.7%
CC vs SPY
+318.1%
-327.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.5% |
| 7D | -5.8% | -2.7% | -3.1% | -1.0% |
| 30D | -8.8% | -5.4% | -3.4% | +0.4% |
| 3M | -15.1% | -4.1% | -11.0% | -8.7% |
| 6M | -45.6% | +0.7% | -46.3% | -46.0% |
| YTD | +9.7% | +8.7% | +1.0% | -5.2% |
| 1Y | +11.0% | +10.9% | +0.1% | -7.1% |
| 3Y | -43.9% | +75.0% | -118.9% | -77.7% |
| 5Y | -53.7% | +67.8% | -121.5% | -79.8% |
| 10Y | +3.6% | +312.9% | -309.3% | -90.4% |
| All | -9.7% | +318.1% | -327.8% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling