+35.1%
CCAP vs SPY
+161.3%
-126.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -7.8% | +0.1% | -7.9% | -7.8% |
| 3M | -6.8% | +2.0% | -8.8% | -8.2% |
| 6M | -16.9% | +13.0% | -30.0% | -23.7% |
| YTD | -20.8% | +13.5% | -34.3% | -27.4% |
| 1Y | -25.9% | +20.0% | -45.8% | -34.6% |
| 3Y | -11.0% | +77.2% | -88.2% | -40.2% |
| 5Y | -0.4% | +81.9% | -82.2% | -35.3% |
| All | +35.1% | +161.3% | -126.3% | -45.4% |
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