+168.4%
CCB vs SPY
+205.8%
-37.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.1% |
| 7D | 0.0% | +3.3% | -3.3% | -3.8% |
| 30D | +4.3% | -2.7% | +7.0% | +7.6% |
| 3M | -12.3% | -1.7% | -10.6% | -10.5% |
| 6M | -38.5% | +3.1% | -41.6% | -41.7% |
| YTD | -62.3% | +11.9% | -74.2% | -67.6% |
| 1Y | -60.8% | +12.0% | -72.8% | -66.3% |
| 3Y | +13.0% | +78.2% | -65.2% | -45.1% |
| 5Y | -1.7% | +73.2% | -74.9% | -50.7% |
| All | +168.4% | +205.8% | -37.4% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling