+71.7%
CSL vs SPY
+67.0%
+4.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -0.8% |
| 7D | +2.0% | -4.7% | +6.8% | +6.9% |
| 30D | +16.3% | -5.9% | +22.3% | +23.2% |
| 3M | -1.3% | -4.5% | +3.2% | +3.2% |
| 6M | +7.4% | +1.8% | +5.6% | +5.8% |
| YTD | +19.6% | +8.3% | +11.3% | +11.2% |
| 1Y | +16.6% | +9.3% | +7.3% | +7.5% |
| 3Y | +44.8% | +74.9% | -30.0% | -12.8% |
| 5Y | +71.7% | +67.3% | +4.4% | +7.7% |
| All | +71.7% | +67.0% | +4.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling