-86.7%
CCCC vs SPY
+147.1%
-233.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | 0.0% |
| 7D | -9.1% | -2.0% | -7.1% | -5.5% |
| 30D | -12.1% | -1.7% | -10.5% | -9.4% |
| 3M | -12.1% | +4.7% | -16.9% | -19.9% |
| 6M | +9.0% | +12.5% | -3.5% | -12.5% |
| YTD | +78.0% | +11.7% | +66.3% | +45.3% |
| 1Y | +28.8% | +17.5% | +11.3% | -3.5% |
| 3Y | +47.8% | +76.6% | -28.7% | -45.5% |
| 5Y | -93.1% | +82.0% | -175.1% | -97.4% |
| All | -86.7% | +147.1% | -233.8% | -95.7% |
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