-59.6%
CCIF vs SPY
+75.1%
-134.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -9.6% | -2.7% | -6.9% | -8.3% |
| 30D | -23.6% | -5.4% | -18.2% | -21.8% |
| 3M | -34.6% | -4.1% | -30.5% | -33.3% |
| 6M | -41.5% | +0.7% | -42.2% | -41.3% |
| YTD | -54.9% | +8.7% | -63.6% | -55.9% |
| 1Y | -57.6% | +10.9% | -68.4% | -58.8% |
| 3Y | -59.6% | +75.0% | -134.6% | -62.1% |
| All | -59.6% | +75.1% | -134.7% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling