-99.5%
CSAI vs SPY
+27.6%
-127.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.6% |
| 7D | -7.9% | -2.0% | -5.9% | -3.6% |
| 30D | -14.6% | -1.7% | -13.0% | -11.4% |
| 3M | -54.6% | +4.7% | -59.4% | -59.0% |
| 6M | -76.3% | +12.5% | -88.8% | -81.7% |
| YTD | -81.1% | +11.7% | -92.8% | -85.1% |
| 1Y | -90.4% | +17.5% | -107.9% | -93.1% |
| All | -99.5% | +27.6% | -127.2% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling