+37.4%
CSMD vs SPY
+77.5%
-40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +1.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -1.2% | -3.3% | +2.1% | +2.7% |
| 3M | -4.6% | -2.4% | -2.1% | -1.8% |
| 6M | +2.0% | +2.6% | -0.5% | -0.4% |
| YTD | +8.4% | +11.2% | -2.9% | -2.9% |
| 1Y | +5.8% | +13.4% | -7.6% | -7.0% |
| 3Y | +50.0% | +79.9% | -29.9% | -19.8% |
| All | +37.4% | +77.5% | -40.1% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling