+103.4%
CCLD vs SPY
+78.1%
+25.3%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -7.9% |
| 7D | +5.2% | +2.6% | +2.6% | +2.5% |
| 30D | +36.7% | -2.0% | +38.7% | +38.6% |
| 3M | -1.2% | -2.8% | +1.6% | +1.3% |
| 6M | +14.2% | +2.1% | +12.0% | +10.3% |
| YTD | -17.1% | +11.5% | -28.6% | -28.1% |
| 1Y | -23.9% | +13.5% | -37.4% | -35.4% |
| 3Y | +103.4% | +77.7% | +25.7% | +85.9% |
| All | +103.4% | +78.1% | +25.3% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling