-87.6%
CCCC vs SPY
+146.0%
-233.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -2.8% |
| 7D | -1.9% | +0.1% | -1.9% | -2.3% |
| 30D | -0.3% | -3.3% | +3.0% | +6.0% |
| 3M | -15.5% | -2.4% | -13.1% | -12.0% |
| 6M | +6.8% | +2.6% | +4.2% | +1.2% |
| YTD | +64.9% | +11.2% | +53.7% | +35.1% |
| 1Y | +34.6% | +13.4% | +21.2% | +6.8% |
| 3Y | +79.0% | +79.9% | -0.9% | -36.3% |
| 5Y | -93.0% | +72.2% | -165.2% | -97.2% |
| All | -87.6% | +146.0% | -233.7% | -96.0% |
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