+32.0%
CSMD vs SPY
+73.4%
-41.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -4.2% | -2.7% | -1.5% | -1.2% |
| 30D | -4.3% | -5.4% | +1.1% | +1.8% |
| 3M | -6.2% | -4.1% | -2.1% | -1.6% |
| 6M | -3.8% | +0.7% | -4.5% | -4.2% |
| YTD | +4.1% | +8.7% | -4.6% | -4.3% |
| 1Y | +2.0% | +10.9% | -8.9% | -8.2% |
| 3Y | +42.5% | +75.0% | -32.5% | -21.6% |
| All | +32.0% | +73.4% | -41.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling