-17.6%
CCLD vs SPY
+11.8%
-29.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +22.2% | +3.3% | +18.9% | +20.2% |
| 30D | +35.4% | -2.7% | +38.1% | +37.5% |
| 3M | +7.8% | -1.7% | +9.5% | +8.4% |
| 6M | +17.9% | +3.1% | +14.8% | +13.7% |
| YTD | -9.6% | +11.9% | -21.5% | -19.9% |
| 1Y | -17.6% | +12.0% | -29.6% | -26.9% |
| All | -17.6% | +11.8% | -29.4% | -26.9% |
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