-57.1%
CCIF vs SPY
+12.3%
-69.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.3% |
| 7D | -9.0% | +0.1% | -9.1% | -8.3% |
| 30D | -24.7% | -3.3% | -21.3% | -23.2% |
| 3M | -34.7% | -2.4% | -32.3% | -33.6% |
| 6M | -39.7% | +2.6% | -42.3% | -39.7% |
| YTD | -54.4% | +11.2% | -65.6% | -55.8% |
| All | -57.1% | +12.3% | -69.5% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling