-78.6%
CCG vs SPY
+79.8%
-158.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.2% |
| 30D | +12.3% | +0.1% | +12.2% | +12.2% |
| 3M | +2,894.4% | +2.0% | +2,892.4% | +3,010.1% |
| 6M | +1,953.8% | +13.0% | +1,940.8% | +1,931.8% |
| YTD | +1,830.1% | +13.5% | +1,816.6% | +1,803.7% |
| 1Y | +1,305.3% | +20.0% | +1,285.3% | +1,255.7% |
| All | -78.6% | +79.8% | -158.4% | -87.8% |
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