+48.9%
CSCL vs SPY
+22.6%
+26.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.8% |
| 7D | -20.5% | -2.7% | -17.8% | -14.3% |
| 30D | -38.0% | -5.4% | -32.6% | -28.6% |
| 3M | -43.2% | -4.1% | -39.1% | -36.6% |
| 6M | -7.3% | +0.7% | -8.0% | -4.7% |
| YTD | +23.6% | +8.7% | +14.9% | +12.7% |
| 1Y | +42.0% | +10.9% | +31.1% | +24.1% |
| All | +48.9% | +22.6% | +26.3% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling