-99.5%
CSAI vs SPY
+29.0%
-128.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -3.9% |
| 7D | -9.2% | +0.5% | -9.7% | -10.3% |
| 30D | -34.6% | -0.9% | -33.6% | -33.2% |
| 3M | -57.9% | +3.9% | -61.8% | -61.3% |
| 6M | -76.2% | +14.5% | -90.7% | -82.3% |
| YTD | -80.7% | +12.9% | -93.6% | -85.1% |
| 1Y | -88.7% | +19.4% | -108.0% | -92.1% |
| All | -99.5% | +29.0% | -128.5% | -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 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