-84.5%
CCG vs SPY
+75.5%
-160.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.1% | -0.4% | +21.5% | +20.9% |
| 7D | +46.7% | -0.6% | +47.3% | +46.2% |
| 30D | +151.4% | -3.7% | +155.1% | +145.7% |
| 3M | -13.5% | -2.7% | -10.8% | -15.1% |
| 6M | +1,629.9% | +2.2% | +1,627.7% | +1,647.6% |
| YTD | +1,296.4% | +10.8% | +1,285.6% | +1,256.4% |
| 1Y | +1,092.4% | +11.2% | +1,081.2% | +1,055.7% |
| 3Y | +90.9% | +76.5% | +14.5% | +7.8% |
| All | -84.5% | +75.5% | -160.1% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling