+71.2%
CSCL vs SPY
+26.7%
+44.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +3.9% | +2.1% |
| 7D | -6.6% | -0.9% | -5.7% | -3.5% |
| 30D | -25.6% | -2.4% | -23.3% | -20.3% |
| 3M | -34.2% | -1.2% | -33.0% | -31.3% |
| 6M | -8.2% | +3.3% | -11.5% | -11.2% |
| YTD | +42.1% | +12.3% | +29.8% | +20.3% |
| 1Y | +60.4% | +12.4% | +47.9% | +35.0% |
| All | +71.2% | +26.7% | +44.5% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling