-6.7%
CCIF vs SPY
+209.3%
-216.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | -6.3% | +2.0% | -8.3% | -6.8% |
| 6M | -7.2% | +13.0% | -20.2% | -10.1% |
| YTD | -31.8% | +13.5% | -45.4% | -34.1% |
| 1Y | -38.4% | +20.0% | -58.3% | -41.2% |
| 3Y | -39.3% | +77.2% | -116.5% | -47.5% |
| 5Y | -38.4% | +81.9% | -120.3% | -47.4% |
| All | -6.7% | +209.3% | -216.0% | -36.1% |
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 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