-0.8%
CCO vs SPY
+81.0%
-81.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +0.8% | -0.4% | +1.2% | +1.4% |
| 30D | -1.2% | -1.4% | +0.1% | +0.9% |
| 3M | -0.8% | +3.7% | -4.5% | -7.8% |
| 6M | +0.4% | +13.0% | -12.6% | -20.6% |
| YTD | +7.7% | +12.4% | -4.7% | -14.3% |
| 1Y | +77.6% | +18.5% | +59.1% | +29.1% |
| 3Y | +66.4% | +77.6% | -11.2% | -42.4% |
| 5Y | -0.8% | +81.7% | -82.5% | -66.4% |
| All | -0.8% | +81.0% | -81.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling