+184.7%
CSBR vs SPY
+312.5%
-127.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -2.7% | -0.4% | -2.4% | -2.4% |
| 30D | -2.5% | -1.4% | -1.2% | -1.4% |
| 3M | -13.5% | +3.7% | -17.2% | -16.4% |
| 6M | -16.1% | +13.0% | -29.1% | -24.5% |
| YTD | -27.5% | +12.4% | -39.9% | -34.6% |
| 1Y | -24.2% | +18.5% | -42.7% | -34.6% |
| 3Y | -21.1% | +77.6% | -98.7% | -52.8% |
| 5Y | -51.7% | +81.7% | -133.4% | -72.9% |
| 10Y | +184.7% | +319.7% | -135.0% | -29.9% |
| All | +184.7% | +312.5% | -127.9% | -29.9% |
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