+46.2%
CSL vs SPY
+74.5%
-28.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -0.5% |
| 7D | +2.0% | -4.7% | +6.8% | +7.2% |
| 30D | +16.3% | -5.9% | +22.3% | +23.7% |
| 3M | -1.3% | -4.5% | +3.2% | +3.4% |
| 6M | +7.4% | +1.8% | +5.6% | +5.6% |
| YTD | +19.6% | +8.3% | +11.3% | +10.6% |
| 1Y | +16.6% | +9.3% | +7.3% | +6.8% |
| All | +46.2% | +74.5% | -28.3% | -19.7% |
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 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