+43.5%
CSCL vs SPY
+9.8%
+33.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -4.4% | -10.9% | -4.6% |
| 7D | -23.3% | -4.7% | -18.6% | -12.7% |
| 30D | -35.8% | -5.9% | -29.9% | -24.6% |
| 3M | -41.6% | -4.5% | -37.1% | -33.7% |
| 6M | -8.9% | +1.8% | -10.7% | -8.0% |
| YTD | +28.9% | +8.3% | +20.5% | +20.7% |
| 1Y | +43.5% | +9.3% | +34.1% | +33.3% |
| All | +43.5% | +9.8% | +33.7% | +33.3% |
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 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