+12.6%
CCEL vs SPY
+78.7%
-66.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.1% |
| 7D | +9.1% | +3.3% | +5.8% | +8.3% |
| 30D | +25.6% | -2.7% | +28.3% | +26.3% |
| 3M | +39.2% | -1.7% | +40.9% | +39.6% |
| 6M | +58.4% | +3.1% | +55.3% | +57.0% |
| YTD | +57.0% | +11.9% | +45.1% | +53.3% |
| 1Y | +33.3% | +12.0% | +21.3% | +30.1% |
| All | +12.6% | +78.7% | -66.2% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling