+24.5%
CSHI vs SPY
+97.5%
-73.1%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +2.6% | -2.4% | +0.1% |
| 30D | +0.2% | -2.0% | +2.2% | +0.3% |
| 3M | +0.9% | -2.8% | +3.7% | +1.0% |
| 6M | +2.0% | +2.1% | -0.1% | +1.9% |
| YTD | +4.1% | +11.5% | -7.4% | +3.6% |
| 1Y | +4.8% | +13.5% | -8.7% | +4.2% |
| 3Y | +16.3% | +77.7% | -61.4% | +13.9% |
| All | +24.5% | +97.5% | -73.1% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling