-34.0%
CSBR vs SPY
+642.7%
-676.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -1.9% | -3.7% | +1.8% | -0.4% |
| 3M | -7.6% | -2.7% | -4.8% | -6.6% |
| 6M | -21.1% | +2.2% | -23.3% | -21.9% |
| YTD | -31.3% | +10.8% | -42.1% | -34.2% |
| 1Y | -29.9% | +11.2% | -41.2% | -33.1% |
| 3Y | -14.9% | +76.5% | -91.4% | -32.4% |
| 5Y | -53.4% | +72.9% | -126.3% | -63.2% |
| 10Y | +171.4% | +304.8% | -133.4% | +69.7% |
| All | -34.0% | +642.7% | -676.8% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling