+170.5%
CCS vs SPY
+380.4%
-209.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -3.7% |
| 7D | -7.1% | -0.9% | -6.2% | -6.3% |
| 30D | -3.6% | -2.4% | -1.2% | -0.8% |
| 3M | -24.8% | -1.2% | -23.6% | -23.8% |
| 6M | -2.9% | +3.3% | -6.2% | -7.6% |
| YTD | -9.2% | +12.3% | -21.5% | -22.9% |
| 1Y | -9.5% | +12.4% | -21.9% | -23.2% |
| 3Y | -19.5% | +78.8% | -98.4% | -65.1% |
| 5Y | -19.3% | +75.2% | -94.4% | -63.0% |
| 10Y | +173.7% | +311.1% | -137.4% | -53.8% |
| All | +170.5% | +380.4% | -209.9% | -62.8% |
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