+283.5%
CSL vs SPY
+313.4%
-29.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | +3.1% | +2.0% | +1.2% | +1.3% |
| 6M | -8.9% | +13.0% | -21.9% | -18.9% |
| YTD | +11.1% | +13.5% | -2.4% | -1.6% |
| 1Y | -9.0% | +20.0% | -28.9% | -23.6% |
| 3Y | +35.6% | +77.2% | -41.6% | -21.9% |
| 5Y | +79.5% | +81.9% | -2.3% | +0.2% |
| All | +283.5% | +313.4% | -29.9% | -5.5% |
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