-20.3%
CCEL vs SPY
+78.7%
-99.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +18.3% | -0.9% | +19.3% | +18.7% |
| 3M | +16.1% | +3.9% | +12.2% | +14.9% |
| 6M | +31.5% | +14.5% | +17.0% | +27.5% |
| YTD | +23.8% | +12.9% | +10.9% | +20.4% |
| 1Y | -1.4% | +19.4% | -20.7% | -5.1% |
| 3Y | -20.3% | +78.5% | -98.8% | -33.0% |
| All | -20.3% | +78.7% | -99.0% | -33.0% |
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