+37.4%
CSMD vs SPY
+81.2%
-43.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | -2.6% | +2.0% | -4.6% | -4.6% |
| 6M | +2.3% | +13.0% | -10.7% | -10.1% |
| YTD | +8.4% | +13.5% | -5.2% | -5.3% |
| 1Y | +4.5% | +20.0% | -15.5% | -13.5% |
| 3Y | +31.9% | +77.2% | -45.3% | -28.3% |
| All | +37.4% | +81.2% | -43.8% | -27.6% |
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