-83.0%
CCOI vs SPY
+986.7%
-1,069.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.8% |
| 7D | -8.7% | -0.4% | -8.3% | -8.4% |
| 30D | -9.2% | -1.4% | -7.9% | -8.0% |
| 3M | -40.9% | +3.7% | -44.6% | -42.7% |
| 6M | -58.4% | +13.0% | -71.4% | -62.7% |
| YTD | -56.5% | +12.4% | -68.9% | -60.8% |
| 1Y | -74.2% | +18.5% | -92.7% | -77.7% |
| 3Y | -84.1% | +77.6% | -161.7% | -90.7% |
| 5Y | -83.6% | +81.7% | -165.2% | -90.8% |
| 10Y | -58.2% | +319.7% | -377.9% | -90.2% |
| All | -83.0% | +986.7% | -1,069.7% | -97.8% |
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