-13.1%
CCAP vs SPY
+67.4%
-80.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | +4.1% | -5.4% | +9.5% | +7.2% |
| 3M | -17.1% | -4.1% | -13.0% | -15.3% |
| 6M | -26.6% | +0.7% | -27.4% | -27.0% |
| YTD | -25.7% | +8.7% | -34.4% | -29.0% |
| 1Y | -23.0% | +10.9% | -33.9% | -27.2% |
| 3Y | -17.5% | +75.0% | -92.5% | -37.1% |
| All | -13.1% | +67.4% | -80.5% | -35.2% |
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