+24.9%
XCCC vs SPY
+95.9%
-71.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -3.3% | -5.4% | +2.1% | -1.3% |
| 3M | -7.7% | -4.1% | -3.6% | -6.3% |
| 6M | -8.4% | +0.7% | -9.1% | -8.8% |
| YTD | -7.7% | +8.7% | -16.4% | -11.0% |
| 1Y | -6.8% | +10.9% | -17.7% | -10.9% |
| 3Y | +21.3% | +75.0% | -53.7% | -5.1% |
| All | +24.9% | +95.9% | -71.0% | -6.9% |
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