-92.0%
CCCC vs SPY
+82.0%
-174.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.7% |
| 30D | +3.9% | +0.1% | +3.8% | +3.6% |
| 3M | -9.8% | +2.0% | -11.8% | -13.9% |
| 6M | +21.7% | +13.0% | +8.7% | -4.6% |
| YTD | +96.9% | +13.5% | +83.3% | +53.0% |
| 1Y | +40.8% | +20.0% | +20.9% | -1.3% |
| 3Y | +30.6% | +77.2% | -46.6% | -56.9% |
| All | -92.0% | +82.0% | -174.1% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling