-41.4%
CCLD vs SPY
+364.9%
-406.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.8% | +7.0% |
| 7D | +45.9% | +0.1% | +45.9% | +44.8% |
| 30D | +25.5% | -3.3% | +28.8% | +28.8% |
| 3M | -4.6% | -2.4% | -2.1% | -2.9% |
| 6M | +6.4% | +2.6% | +3.8% | +3.2% |
| YTD | -14.0% | +11.2% | -25.3% | -22.6% |
| 1Y | -27.6% | +13.4% | -41.0% | -36.0% |
| 3Y | +105.7% | +79.9% | +25.8% | +22.7% |
| 5Y | -68.6% | +72.2% | -140.8% | -80.4% |
| 10Y | +206.1% | +307.3% | -101.2% | -12.0% |
| All | -41.4% | +364.9% | -406.3% | -85.1% |
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