+50.0%
CSNR vs SPY
+27.3%
+22.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | -2.7% | -3.7% | +1.0% | -0.4% |
| 3M | -1.6% | -2.7% | +1.1% | 0.0% |
| 6M | -1.2% | +2.2% | -3.4% | -3.0% |
| YTD | +18.5% | +10.8% | +7.7% | +9.8% |
| 1Y | +24.2% | +11.2% | +13.0% | +14.9% |
| All | +50.0% | +27.3% | +22.6% | +25.6% |
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