-58.9%
CCOI vs SPY
+322.5%
-381.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.9% |
| 7D | -7.2% | -0.8% | -6.4% | -6.5% |
| 30D | -8.8% | -1.1% | -7.7% | -7.9% |
| 3M | -37.4% | +3.9% | -41.3% | -39.2% |
| 6M | -56.1% | +13.6% | -69.7% | -60.2% |
| YTD | -56.5% | +12.7% | -69.2% | -60.3% |
| 1Y | -73.9% | +17.5% | -91.4% | -76.8% |
| 3Y | -83.8% | +76.9% | -160.7% | -89.5% |
| 5Y | -83.3% | +83.6% | -166.9% | -89.6% |
| All | -58.9% | +322.5% | -381.3% | -88.5% |
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