-82.7%
CCG vs SPY
+78.0%
-160.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -7.5% |
| 7D | -16.0% | -0.4% | -15.6% | -16.2% |
| 30D | -3.0% | -1.4% | -1.6% | -4.0% |
| 3M | +2,642.6% | +3.7% | +2,638.9% | +2,684.5% |
| 6M | +1,586.1% | +13.0% | +1,573.1% | +1,547.5% |
| YTD | +1,466.3% | +12.4% | +1,453.9% | +1,433.4% |
| 1Y | +1,071.2% | +18.5% | +1,052.6% | +1,022.3% |
| All | -82.7% | +78.0% | -160.7% | -90.2% |
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