-42.1%
CSCS vs SPY
+20.8%
-63.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | +10.9% | +0.1% | +10.8% | +10.9% |
| 3M | +16.5% | +2.0% | +14.5% | +19.7% |
| 6M | -29.8% | +13.0% | -42.9% | -21.1% |
| YTD | -34.6% | +13.5% | -48.1% | -26.2% |
| 1Y | -42.1% | +20.0% | -62.1% | -33.0% |
| All | -42.1% | +20.8% | -63.0% | -33.0% |
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