+223.8%
CCS vs SPY
+318.9%
-95.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.5% |
| 7D | -6.8% | -2.0% | -4.8% | -4.1% |
| 30D | -15.6% | -1.7% | -13.9% | -13.5% |
| 3M | +4.5% | +4.7% | -0.2% | -2.2% |
| 6M | +0.4% | +12.5% | -12.1% | -14.8% |
| YTD | +1.9% | +11.7% | -9.8% | -12.9% |
| 1Y | -9.4% | +17.5% | -26.9% | -28.0% |
| 3Y | -13.1% | +76.6% | -89.7% | -62.7% |
| 5Y | -5.4% | +82.0% | -87.5% | -60.3% |
| All | +223.8% | +318.9% | -95.1% | -50.9% |
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 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