-7.4%
CCIF vs SPY
+207.6%
-215.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | -7.6% | +3.9% | -11.5% | -8.5% |
| 6M | -6.7% | +14.5% | -21.2% | -9.9% |
| YTD | -32.3% | +12.9% | -45.3% | -34.4% |
| 1Y | -39.0% | +19.4% | -58.4% | -41.8% |
| 3Y | -38.8% | +78.5% | -117.2% | -47.1% |
| 5Y | -39.7% | +81.8% | -121.4% | -48.4% |
| All | -7.4% | +207.6% | -215.0% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling