+114.6%
CSCL vs SPY
+20.8%
+93.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.5% |
| 7D | -1.7% | +0.1% | -1.8% | -2.0% |
| 30D | -21.4% | +0.1% | -21.5% | -21.8% |
| 3M | -33.4% | +2.0% | -35.4% | -35.7% |
| 6M | +63.3% | +13.0% | +50.3% | +32.4% |
| YTD | +73.6% | +13.5% | +60.0% | +42.5% |
| 1Y | +114.6% | +20.0% | +94.6% | +67.8% |
| All | +114.6% | +20.8% | +93.8% | +67.8% |
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 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