-46.3%
CCLD vs SPY
+354.2%
-400.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.2% |
| 7D | +30.7% | -2.7% | +33.4% | +32.9% |
| 30D | +14.4% | -5.4% | +19.8% | +19.6% |
| 3M | -0.9% | -4.1% | +3.2% | +2.4% |
| 6M | -23.1% | +0.7% | -23.8% | -24.2% |
| YTD | -21.2% | +8.7% | -29.9% | -27.7% |
| 1Y | -33.7% | +10.9% | -44.6% | -40.3% |
| 3Y | +121.2% | +75.0% | +46.2% | +34.9% |
| 5Y | -71.9% | +67.8% | -139.7% | -82.1% |
| 10Y | +173.8% | +312.9% | -139.0% | -22.5% |
| All | -46.3% | +354.2% | -400.4% | -86.1% |
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