-36.2%
CCC vs SPY
+147.9%
-184.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +16.3% | +0.1% | +16.2% | +16.2% |
| 3M | +50.5% | +2.0% | +48.5% | +48.0% |
| 6M | +25.8% | +13.0% | +12.8% | +13.3% |
| YTD | -5.5% | +13.5% | -19.1% | -14.8% |
| 1Y | -22.3% | +20.0% | -42.2% | -33.0% |
| 3Y | -30.0% | +77.2% | -107.2% | -56.8% |
| 5Y | -36.7% | +81.9% | -118.6% | -62.0% |
| All | -36.2% | +147.9% | -184.1% | -66.2% |
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