+4.4%
CSMD vs SPY
+13.0%
-8.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +1.1% |
| 30D | -0.5% | -2.4% | +1.9% | +2.8% |
| 3M | -4.7% | -1.2% | -3.6% | -3.1% |
| 6M | +2.4% | +3.3% | -0.9% | -1.7% |
| YTD | +8.4% | +12.3% | -3.9% | -7.2% |
| 1Y | +4.4% | +12.4% | -8.1% | -10.8% |
| All | +4.4% | +13.0% | -8.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling