+1,047.4%
CCG vs SPY
+12.1%
+1,035.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -6.2% |
| 7D | +30.8% | +2.6% | +28.2% | +41.3% |
| 30D | +133.1% | -2.0% | +135.1% | +110.7% |
| 3M | -34.6% | -2.8% | -31.8% | -44.4% |
| 6M | +1,532.0% | +2.1% | +1,529.8% | +1,742.3% |
| YTD | +1,241.0% | +11.5% | +1,229.5% | +1,389.7% |
| 1Y | +1,047.4% | +13.5% | +1,034.0% | +1,154.9% |
| All | +1,047.4% | +12.1% | +1,035.4% | +1,154.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling