-88.7%
CCG vs SPY
+72.1%
-160.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.7% |
| 7D | +19.2% | -2.7% | +21.9% | +17.3% |
| 30D | +47.5% | -5.4% | +52.9% | +42.8% |
| 3M | -36.0% | -4.1% | -31.9% | -37.6% |
| 6M | +1,133.3% | +0.7% | +1,132.6% | +1,129.8% |
| YTD | +925.3% | +8.7% | +916.6% | +885.5% |
| 1Y | +794.8% | +10.9% | +784.0% | +751.2% |
| 3Y | +50.6% | +75.0% | -24.4% | -17.7% |
| All | -88.7% | +72.1% | -160.7% | -93.7% |
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