-82.9%
CCOI vs SPY
+14.6%
-97.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +1.7% | +13.2% | +11.3% |
| 7D | -11.1% | -0.7% | -10.4% | -9.3% |
| 30D | -23.5% | -1.0% | -22.5% | -21.4% |
| 3M | -48.8% | -0.3% | -48.5% | -47.9% |
| 6M | -58.4% | +7.3% | -65.7% | -63.4% |
| YTD | -68.4% | +13.3% | -81.7% | -75.3% |
| 1Y | -82.9% | +14.8% | -97.7% | -86.9% |
| All | -82.9% | +14.6% | -97.6% | -86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling