-56.5%
CCO vs SPY
+318.9%
-375.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +3.2% |
| 30D | -1.2% | -1.7% | +0.4% | +1.2% |
| 3M | -1.2% | +4.7% | -6.0% | -9.2% |
| 6M | +0.4% | +12.5% | -12.1% | -18.8% |
| YTD | +7.7% | +11.7% | -4.0% | -12.1% |
| 1Y | +87.4% | +17.5% | +69.9% | +41.6% |
| 3Y | +66.4% | +76.6% | -10.1% | -34.6% |
| 5Y | -0.4% | +82.0% | -82.4% | -60.4% |
| All | -56.5% | +318.9% | -375.3% | -92.3% |
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