+225.3%
CCD vs SPY
+308.5%
-83.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +1.4% | +3.3% | -1.9% | -1.5% |
| 30D | -13.8% | -2.7% | -11.1% | -11.5% |
| 3M | -20.5% | -1.7% | -18.7% | -19.1% |
| 6M | -13.1% | +3.1% | -16.1% | -15.1% |
| YTD | +6.1% | +11.9% | -5.8% | -3.8% |
| 1Y | +4.7% | +12.0% | -7.3% | -5.1% |
| 3Y | +54.3% | +78.2% | -23.9% | -10.0% |
| 5Y | +3.8% | +73.2% | -69.4% | -38.3% |
| All | +225.3% | +308.5% | -83.2% | -11.3% |
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 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