+121.3%
CSD vs SPY
+74.5%
+46.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | +0.6% |
| 7D | -4.1% | -4.7% | +0.7% | +1.8% |
| 30D | -5.8% | -5.9% | +0.1% | +1.6% |
| 3M | -10.0% | -4.5% | -5.5% | -4.7% |
| 6M | -6.9% | +1.8% | -8.7% | -9.0% |
| YTD | +23.7% | +8.3% | +15.3% | +12.2% |
| 1Y | +27.8% | +9.3% | +18.4% | +14.9% |
| All | +121.3% | +74.5% | +46.7% | +15.3% |
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 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