-38.3%
CCIF vs SPY
+196.0%
-234.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | -9.6% | -2.7% | -6.9% | -8.7% |
| 30D | -23.6% | -5.4% | -18.2% | -22.3% |
| 3M | -34.6% | -4.1% | -30.5% | -33.7% |
| 6M | -41.5% | +0.7% | -42.2% | -41.5% |
| YTD | -54.9% | +8.7% | -63.6% | -55.8% |
| 1Y | -57.6% | +10.9% | -68.4% | -58.6% |
| 3Y | -59.6% | +75.0% | -134.6% | -64.9% |
| 5Y | -59.6% | +67.8% | -127.4% | -64.6% |
| All | -38.3% | +196.0% | -234.3% | -57.2% |
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