+3.1%
CCSI vs SPY
+86.9%
-83.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | +3.9% | -0.8% | +4.6% | +4.7% |
| 30D | -3.2% | -1.1% | -2.1% | -1.9% |
| 3M | +5.2% | +3.9% | +1.4% | +0.7% |
| 6M | +22.7% | +13.6% | +9.1% | +6.4% |
| YTD | +68.3% | +12.7% | +55.7% | +47.3% |
| 1Y | +29.8% | +17.5% | +12.3% | +8.7% |
| 3Y | +38.9% | +76.9% | -38.0% | -25.3% |
| All | +3.1% | +86.9% | -83.9% | -38.5% |
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