-34.6%
CCC vs SPY
+145.1%
-179.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +1.6% | -2.4% | +3.9% | +3.3% |
| 3M | +12.2% | -1.2% | +13.4% | +13.1% |
| 6M | +58.0% | +3.3% | +54.7% | +53.4% |
| YTD | -3.0% | +12.3% | -15.3% | -11.9% |
| 1Y | +3.6% | +12.4% | -8.8% | -6.0% |
| 3Y | -32.7% | +78.8% | -111.5% | -58.9% |
| 5Y | -38.2% | +75.2% | -113.3% | -62.1% |
| All | -34.6% | +145.1% | -179.7% | -65.1% |
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