+159.9%
CSB vs SPY
+312.9%
-153.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | 0.0% | -2.7% | +2.7% | +2.3% |
| 30D | +7.3% | -5.4% | +12.7% | +12.4% |
| 3M | -0.5% | -4.1% | +3.6% | +2.9% |
| 6M | +4.1% | +0.7% | +3.4% | +2.8% |
| YTD | +15.5% | +8.7% | +6.8% | +6.4% |
| 1Y | +19.7% | +10.9% | +8.8% | +8.3% |
| 3Y | +47.8% | +75.0% | -27.2% | -11.9% |
| 5Y | +25.2% | +67.8% | -42.6% | -23.1% |
| All | +159.9% | +312.9% | -153.0% | -33.7% |
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