+10,240.6%
CSL vs SPY
+2,945.2%
+7,295.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -1.1% |
| 7D | +2.0% | -4.7% | +6.8% | +6.5% |
| 30D | +16.3% | -5.9% | +22.3% | +22.6% |
| 3M | -1.3% | -4.5% | +3.2% | +2.8% |
| 6M | +7.4% | +1.8% | +5.6% | +6.0% |
| YTD | +19.6% | +8.3% | +11.3% | +11.8% |
| 1Y | +16.6% | +9.3% | +7.3% | +8.2% |
| 3Y | +44.8% | +74.9% | -30.0% | -10.6% |
| 5Y | +71.7% | +67.3% | +4.4% | +9.8% |
| 10Y | +309.7% | +311.6% | -1.8% | +22.7% |
| All | +10,240.6% | +2,945.2% | +7,295.4% | +988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling