-91.5%
CCM vs SPY
+315.0%
-406.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -3.9% | -3.3% | -0.5% | -2.9% |
| 3M | -17.7% | -2.4% | -15.2% | -17.1% |
| 6M | -35.0% | +2.6% | -37.6% | -35.5% |
| YTD | -3.4% | +11.2% | -14.6% | -6.3% |
| 1Y | -24.3% | +13.4% | -37.7% | -27.0% |
| 3Y | -66.4% | +79.9% | -146.3% | -72.6% |
| 5Y | -85.1% | +72.2% | -157.3% | -87.8% |
| 10Y | -91.5% | +307.3% | -398.9% | -94.4% |
| All | -91.5% | +315.0% | -406.6% | -94.4% |
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