-33.5%
CSCS vs SPY
+22.6%
-56.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +2.2% |
| 7D | +10.7% | -2.7% | +13.4% | +7.6% |
| 30D | +24.0% | -5.4% | +29.4% | +17.1% |
| 3M | +26.1% | -4.1% | +30.2% | +21.0% |
| 6M | -8.3% | +0.7% | -9.0% | -6.9% |
| YTD | -25.1% | +8.7% | -33.8% | -18.5% |
| 1Y | -30.7% | +10.9% | -41.6% | -22.9% |
| All | -33.5% | +22.6% | -56.1% | -15.0% |
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 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