-45.7%
CCEL vs SPY
+74.0%
-119.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.1% |
| 7D | +9.1% | +3.3% | +5.8% | +8.6% |
| 30D | +25.6% | -2.7% | +28.3% | +26.1% |
| 3M | +39.2% | -1.7% | +40.9% | +39.5% |
| 6M | +58.4% | +3.1% | +55.3% | +57.6% |
| YTD | +57.0% | +11.9% | +45.1% | +54.6% |
| 1Y | +33.3% | +12.0% | +21.3% | +31.3% |
| 3Y | +14.8% | +78.2% | -63.4% | +9.0% |
| 5Y | -45.7% | +73.2% | -118.9% | -48.6% |
| All | -45.7% | +74.0% | -119.7% | -48.6% |
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 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