+934.3%
CSM vs SPY
+1,000.5%
-66.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | +0.4% |
| 7D | -3.9% | -4.7% | +0.9% | +0.9% |
| 30D | -4.6% | -5.9% | +1.3% | +1.3% |
| 3M | -5.0% | -4.5% | -0.5% | -0.6% |
| 6M | +2.0% | +1.8% | +0.3% | +0.2% |
| YTD | +6.8% | +8.3% | -1.6% | -1.5% |
| 1Y | +9.2% | +9.3% | -0.2% | -0.3% |
| 3Y | +76.2% | +74.9% | +1.4% | +0.7% |
| 5Y | +65.0% | +67.3% | -2.3% | -1.6% |
| 10Y | +275.4% | +311.6% | -36.2% | -8.4% |
| All | +934.3% | +1,000.5% | -66.2% | -1.9% |
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