+54.7%
CSB vs SPY
+78.0%
-23.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +8.6% | -3.3% | +11.9% | +11.0% |
| 3M | +0.4% | -2.4% | +2.9% | +2.0% |
| 6M | +6.3% | +2.6% | +3.7% | +3.8% |
| YTD | +17.4% | +11.2% | +6.1% | +7.5% |
| 1Y | +20.5% | +13.4% | +7.1% | +8.6% |
| 3Y | +54.7% | +79.9% | -25.2% | -15.3% |
| All | +54.7% | +78.0% | -23.3% | -15.3% |
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