-29.5%
CCC vs SPY
+75.1%
-104.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.4% | -2.7% | +3.1% | +2.3% |
| 30D | +17.3% | -5.4% | +22.6% | +22.1% |
| 3M | +18.2% | -4.1% | +22.2% | +21.8% |
| 6M | +50.0% | +0.7% | +49.3% | +48.8% |
| YTD | -3.4% | +8.7% | -12.1% | -9.4% |
| 1Y | +0.8% | +10.9% | -10.1% | -7.0% |
| 3Y | -29.5% | +75.0% | -104.5% | -61.9% |
| All | -29.5% | +75.1% | -104.6% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling