+228.4%
CSD vs SPY
+304.1%
-75.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.7% | -0.6% | -0.1% | 0.0% |
| 30D | +0.6% | -3.7% | +4.3% | +5.1% |
| 3M | -2.7% | -2.7% | +0.1% | +0.5% |
| 6M | -4.1% | +2.2% | -6.3% | -6.4% |
| YTD | +30.0% | +10.8% | +19.1% | +16.0% |
| 1Y | +32.2% | +11.2% | +20.9% | +17.8% |
| 3Y | +131.8% | +76.5% | +55.3% | +23.5% |
| 5Y | +105.7% | +72.9% | +32.8% | +12.0% |
| 10Y | +228.4% | +304.8% | -76.4% | -28.7% |
| All | +228.4% | +304.1% | -75.7% | -28.7% |
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