+159.7%
CCD vs SPY
+343.3%
-183.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +1.8% |
| 7D | +0.3% | +0.1% | +0.3% | +0.2% |
| 30D | -14.0% | -3.3% | -10.7% | -11.3% |
| 3M | -18.0% | -2.4% | -15.6% | -16.1% |
| 6M | -12.7% | +2.6% | -15.2% | -14.3% |
| YTD | +7.3% | +11.2% | -4.0% | -2.1% |
| 1Y | +6.9% | +13.4% | -6.4% | -3.9% |
| 3Y | +58.0% | +79.9% | -21.9% | -7.6% |
| 5Y | +4.2% | +72.2% | -68.0% | -37.1% |
| 10Y | +219.4% | +307.3% | -87.9% | -9.4% |
| All | +159.7% | +343.3% | -183.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling