-36.7%
CSEX vs SPY
+14.1%
-50.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +4.1% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -30.5% | +0.1% | -30.5% | -29.2% |
| 3M | -55.7% | +2.0% | -57.7% | -56.5% |
| 6M | -9.0% | +13.0% | -22.0% | -47.0% |
| YTD | -32.0% | +13.5% | -45.5% | -63.0% |
| All | -36.7% | +14.1% | -50.9% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling