-11.9%
CCAP vs SPY
+74.0%
-86.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +6.9% | +3.3% | +3.6% | +5.0% |
| 30D | +10.5% | -2.7% | +13.2% | +12.0% |
| 3M | -5.2% | -1.7% | -3.5% | -4.4% |
| 6M | -17.9% | +3.1% | -20.9% | -19.3% |
| YTD | -20.0% | +11.9% | -31.9% | -24.8% |
| 1Y | -18.7% | +12.0% | -30.6% | -23.6% |
| 3Y | -14.3% | +78.2% | -92.5% | -35.5% |
| 5Y | -11.9% | +73.2% | -85.2% | -35.6% |
| All | -11.9% | +74.0% | -86.0% | -35.6% |
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