-2.6%
CCS vs SPY
+81.8%
-84.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.1% |
| 7D | -4.3% | +0.5% | -4.9% | -4.9% |
| 30D | -12.6% | -0.9% | -11.6% | -11.5% |
| 3M | +12.6% | +3.9% | +8.7% | +7.3% |
| 6M | +2.2% | +14.5% | -12.4% | -13.5% |
| YTD | +6.2% | +12.9% | -6.7% | -8.6% |
| 1Y | -9.3% | +19.4% | -28.7% | -27.3% |
| 3Y | -9.5% | +78.5% | -87.9% | -58.7% |
| 5Y | -2.6% | +81.8% | -84.4% | -55.4% |
| All | -2.6% | +81.8% | -84.4% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling