+7.4%
CSL vs SPY
+2.1%
+5.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | +0.5% |
| 7D | +2.0% | -4.7% | +6.8% | +8.3% |
| 30D | +16.3% | -5.9% | +22.3% | +25.7% |
| 3M | -1.3% | -4.5% | +3.2% | +4.2% |
| 6M | +7.4% | +1.8% | +5.6% | -3.2% |
| All | +7.4% | +2.1% | +5.3% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling