-90.6%
CCM vs SPY
+833.8%
-924.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -3.7% | +0.1% | -3.8% | -3.8% |
| 3M | -7.5% | +2.0% | -9.5% | -8.2% |
| 6M | +21.9% | +13.0% | +8.9% | +16.7% |
| YTD | +21.2% | +13.5% | +7.7% | +16.1% |
| 1Y | -10.7% | +20.0% | -30.7% | -16.0% |
| 3Y | -65.3% | +77.2% | -142.5% | -72.3% |
| 5Y | -81.7% | +81.9% | -163.6% | -85.8% |
| 10Y | -89.0% | +314.1% | -403.0% | -94.2% |
| All | -90.6% | +833.8% | -924.5% | -96.4% |
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 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