+68.6%
CSCL vs SPY
+14.6%
+54.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -2.5% |
| 7D | -12.2% | -0.7% | -11.5% | -10.5% |
| 30D | -17.2% | -1.0% | -16.2% | -14.8% |
| 3M | -31.1% | -0.3% | -30.7% | -30.2% |
| 6M | +11.4% | +7.3% | +4.1% | -1.5% |
| YTD | +52.2% | +13.3% | +38.9% | +26.6% |
| 1Y | +68.6% | +14.8% | +53.8% | +38.7% |
| All | +68.6% | +14.6% | +54.0% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling