+97.0%
CSD vs SPY
+67.4%
+29.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | -1.2% | -2.7% | +1.5% | +1.8% |
| 30D | -3.1% | -5.4% | +2.3% | +3.1% |
| 3M | -6.3% | -4.1% | -2.2% | -1.9% |
| 6M | -7.2% | +0.7% | -7.9% | -7.8% |
| YTD | +25.2% | +8.7% | +16.5% | +14.6% |
| 1Y | +31.9% | +10.9% | +21.1% | +18.4% |
| 3Y | +124.0% | +75.0% | +49.0% | +26.5% |
| All | +97.0% | +67.4% | +29.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling