-31.9%
CSEX vs SPY
+12.3%
-44.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -1.1% |
| 7D | +9.3% | -2.0% | +11.3% | +23.5% |
| 30D | +4.8% | -1.7% | +6.4% | +18.0% |
| 3M | -33.2% | +4.7% | -37.9% | -46.4% |
| 6M | -0.2% | +12.5% | -12.7% | -41.1% |
| YTD | -26.8% | +11.7% | -38.5% | -56.1% |
| All | -31.9% | +12.3% | -44.2% | -63.8% |
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