+8.4%
CC vs SPY
+336.9%
-328.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | -2.0% | +0.1% | -2.2% | -2.2% |
| 30D | +5.5% | +0.1% | +5.4% | +5.5% |
| 3M | -29.0% | +2.0% | -31.0% | -31.2% |
| 6M | -11.9% | +13.0% | -24.9% | -28.9% |
| YTD | +31.7% | +13.5% | +18.1% | +5.4% |
| 1Y | +3.6% | +20.0% | -16.4% | -23.9% |
| 3Y | -51.4% | +77.2% | -128.6% | -81.1% |
| 5Y | -45.8% | +81.9% | -127.7% | -79.5% |
| 10Y | +56.0% | +314.1% | -258.1% | -85.5% |
| All | +8.4% | +336.9% | -328.4% | -91.3% |
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