-99.6%
CCTG vs SPY
+65.0%
-164.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.9% |
| 7D | +19.9% | +3.3% | +16.6% | +15.4% |
| 30D | -17.5% | -2.7% | -14.8% | -14.7% |
| 3M | -58.4% | -1.7% | -56.7% | -57.4% |
| 6M | -31.3% | +3.1% | -34.4% | -32.3% |
| YTD | -78.4% | +11.9% | -90.3% | -80.6% |
| 1Y | -91.3% | +12.0% | -103.3% | -92.2% |
| All | -99.6% | +65.0% | -164.5% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling