-32.8%
CSBR vs SPY
+645.5%
-678.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | 0.0% | -3.3% | +3.3% | +1.3% |
| 3M | -6.7% | -2.4% | -4.3% | -5.8% |
| 6M | -19.6% | +2.6% | -22.2% | -20.6% |
| YTD | -30.0% | +11.2% | -41.2% | -33.1% |
| 1Y | -28.2% | +13.4% | -41.6% | -31.9% |
| 3Y | -11.8% | +79.9% | -91.7% | -30.6% |
| 5Y | -51.0% | +72.2% | -123.1% | -61.2% |
| 10Y | +173.4% | +307.3% | -133.9% | +70.7% |
| All | -32.8% | +645.5% | -678.2% | -56.0% |
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