-47.9%
CCLD vs SPY
+374.5%
-422.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -10.4% | +0.1% | -10.6% | -10.5% |
| 30D | -12.2% | +0.1% | -12.3% | -12.2% |
| 3M | -7.1% | +2.0% | -9.1% | -8.9% |
| 6M | -14.9% | +13.0% | -27.9% | -24.2% |
| YTD | -23.6% | +13.5% | -37.2% | -32.2% |
| 1Y | -36.3% | +20.0% | -56.3% | -46.2% |
| 3Y | +39.4% | +77.2% | -37.8% | -15.5% |
| 5Y | -72.5% | +81.9% | -154.3% | -83.6% |
| 10Y | +129.9% | +314.1% | -184.2% | -34.7% |
| All | -47.9% | +374.5% | -422.4% | -87.0% |
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