-93.3%
CCCC vs SPY
+67.4%
-160.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.5% |
| 7D | -8.0% | -2.7% | -5.3% | -3.1% |
| 30D | +9.9% | -5.4% | +15.3% | +22.7% |
| 3M | -14.8% | -4.1% | -10.7% | -7.9% |
| 6M | +5.8% | +0.7% | +5.1% | +3.4% |
| YTD | +62.3% | +8.7% | +53.6% | +36.9% |
| 1Y | +30.3% | +10.9% | +19.4% | +5.9% |
| 3Y | +71.3% | +75.0% | -3.7% | -42.9% |
| All | -93.3% | +67.4% | -160.7% | -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