-27.5%
CSBR vs SPY
+660.9%
-688.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | -9.4% | +2.0% | -11.4% | -10.3% |
| 6M | -13.0% | +13.0% | -26.0% | -17.4% |
| YTD | -24.5% | +13.5% | -38.0% | -28.4% |
| 1Y | -24.6% | +20.0% | -44.5% | -30.1% |
| 3Y | -17.7% | +77.2% | -94.9% | -34.8% |
| 5Y | -52.4% | +81.9% | -134.3% | -63.2% |
| 10Y | +236.8% | +314.1% | -77.3% | +108.6% |
| All | -27.5% | +660.9% | -688.4% | -53.0% |
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