+495.6%
CSD vs SPY
+636.6%
-141.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | -0.6% |
| 7D | -4.1% | -4.7% | +0.7% | +0.5% |
| 30D | -5.8% | -5.9% | +0.1% | -0.1% |
| 3M | -10.0% | -4.5% | -5.5% | -5.9% |
| 6M | -6.9% | +1.8% | -8.7% | -8.3% |
| YTD | +23.7% | +8.3% | +15.3% | +15.1% |
| 1Y | +27.8% | +9.3% | +18.4% | +18.1% |
| 3Y | +120.7% | +74.9% | +45.9% | +32.1% |
| 5Y | +95.0% | +67.3% | +27.7% | +21.8% |
| 10Y | +228.7% | +311.6% | -82.9% | -4.2% |
| All | +495.6% | +636.6% | -141.0% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling