+62.4%
CSNR vs SPY
+29.7%
+32.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | +8.2% | -0.9% | +9.1% | +8.8% |
| 3M | +9.6% | +3.9% | +5.7% | +6.6% |
| 6M | +9.8% | +14.5% | -4.8% | -0.3% |
| YTD | +28.3% | +12.9% | +15.4% | +17.7% |
| 1Y | +42.9% | +19.4% | +23.5% | +26.0% |
| All | +62.4% | +29.7% | +32.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling