+88.9%
CSPI vs SPY
+318.9%
-230.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | -4.1% | -2.0% | -2.1% | -2.8% |
| 30D | -7.4% | -1.7% | -5.7% | -6.3% |
| 3M | -9.4% | +4.7% | -14.2% | -12.0% |
| 6M | -10.1% | +12.5% | -22.6% | -16.6% |
| YTD | -37.4% | +11.7% | -49.1% | -41.6% |
| 1Y | -28.4% | +17.5% | -45.9% | -35.1% |
| 3Y | -17.4% | +76.6% | -94.0% | -39.3% |
| 5Y | +71.5% | +82.0% | -10.5% | +22.8% |
| All | +88.9% | +318.9% | -230.0% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling