+2.0%
CCSI vs SPY
+87.4%
-85.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.4% |
| 7D | +0.6% | +0.5% | 0.0% | -0.1% |
| 30D | +3.4% | -0.9% | +4.3% | +4.6% |
| 3M | +8.2% | +3.9% | +4.3% | +3.5% |
| 6M | +18.9% | +14.5% | +4.4% | +2.2% |
| YTD | +66.5% | +12.9% | +53.6% | +45.4% |
| 1Y | +33.8% | +19.4% | +14.5% | +10.1% |
| 3Y | +37.1% | +78.5% | -41.3% | -27.0% |
| All | +2.0% | +87.4% | -85.4% | -39.3% |
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