+187.3%
CCS vs SPY
+304.1%
-116.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.5% |
| 7D | +3.2% | -0.6% | +3.8% | +3.9% |
| 30D | -2.8% | -3.7% | +0.8% | +2.0% |
| 3M | -21.1% | -2.7% | -18.4% | -18.3% |
| 6M | -0.6% | +2.2% | -2.8% | -4.1% |
| YTD | -7.5% | +10.8% | -18.3% | -20.3% |
| 1Y | -6.8% | +11.2% | -18.1% | -20.2% |
| 3Y | -18.0% | +76.5% | -94.5% | -65.0% |
| 5Y | -16.0% | +72.9% | -89.0% | -62.1% |
| 10Y | +187.3% | +304.8% | -117.6% | -56.4% |
| All | +187.3% | +304.1% | -116.9% | -56.4% |
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 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