+148.4%
CSB vs SPY
+307.0%
-158.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -1.1% |
| 30D | +7.7% | -2.0% | +9.6% | +9.3% |
| 3M | -1.0% | -2.8% | +1.8% | +1.2% |
| 6M | +7.9% | +2.1% | +5.8% | +5.3% |
| YTD | +16.8% | +11.5% | +5.3% | +5.2% |
| 1Y | +19.2% | +13.5% | +5.7% | +5.7% |
| 3Y | +53.3% | +77.7% | -24.4% | -9.8% |
| 5Y | +26.4% | +72.6% | -46.2% | -24.3% |
| All | +148.4% | +307.0% | -158.6% | -35.2% |
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