+170.8%
CCB vs SPY
+204.0%
-33.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +7.1% | -3.3% | +10.4% | +11.3% |
| 3M | -3.8% | -2.4% | -1.4% | -1.1% |
| 6M | -40.1% | +2.6% | -42.7% | -42.9% |
| YTD | -61.9% | +11.2% | -73.2% | -67.1% |
| 1Y | -59.0% | +13.4% | -72.4% | -65.3% |
| 3Y | +16.2% | +79.9% | -63.7% | -44.3% |
| 5Y | +1.8% | +72.2% | -70.4% | -48.6% |
| All | +170.8% | +204.0% | -33.3% | -36.2% |
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 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