-36.4%
CCLD vs SPY
+19.4%
-55.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.1% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | -17.5% | -0.9% | -16.5% | -16.7% |
| 3M | -8.4% | +3.9% | -12.3% | -11.9% |
| 6M | -20.8% | +14.5% | -35.3% | -31.5% |
| YTD | -25.7% | +12.9% | -38.6% | -34.8% |
| 1Y | -36.4% | +19.4% | -55.7% | -57.4% |
| All | -36.4% | +19.4% | -55.8% | -57.4% |
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 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