-89.7%
CCM vs SPY
+311.3%
-401.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -4.0% | -0.9% | -3.0% | -3.7% |
| 3M | -9.0% | +3.9% | -12.9% | -10.1% |
| 6M | +14.5% | +14.5% | 0.0% | +9.9% |
| YTD | +12.7% | +12.9% | -0.2% | +8.8% |
| 1Y | -24.7% | +19.4% | -44.1% | -28.5% |
| 3Y | -66.0% | +78.5% | -144.5% | -72.2% |
| 5Y | -84.2% | +81.8% | -165.9% | -87.3% |
| 10Y | -89.7% | +311.5% | -401.3% | -94.1% |
| All | -89.7% | +311.3% | -401.1% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling