-67.4%
CCM vs SPY
+78.1%
-145.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | -2.4% | +2.6% | -5.0% | -2.4% |
| 30D | -2.9% | -2.0% | -1.0% | -2.9% |
| 3M | -21.5% | -2.8% | -18.7% | -21.5% |
| 6M | -32.3% | +2.1% | -34.5% | -32.1% |
| YTD | -6.2% | +11.5% | -17.7% | -4.9% |
| 1Y | -21.3% | +13.5% | -34.8% | -19.9% |
| 3Y | -67.4% | +77.7% | -145.1% | -48.9% |
| All | -67.4% | +78.1% | -145.5% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling