+135.9%
CCLD vs SPY
+311.3%
-175.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.2% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | -17.5% | -0.9% | -16.5% | -16.8% |
| 3M | -8.4% | +3.9% | -12.3% | -11.7% |
| 6M | -20.8% | +14.5% | -35.3% | -30.3% |
| YTD | -25.7% | +12.9% | -38.6% | -33.7% |
| 1Y | -36.4% | +19.4% | -55.7% | -45.9% |
| 3Y | +58.4% | +78.5% | -20.1% | -4.0% |
| 5Y | -73.3% | +81.8% | -155.1% | -83.9% |
| 10Y | +135.9% | +311.5% | -175.6% | -33.4% |
| All | +135.9% | +311.3% | -175.4% | -33.4% |
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