+184.4%
CSPI vs SPY
+3,034.0%
-2,849.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.5% | +2.6% | -4.1% | -2.5% |
| 30D | -5.6% | -2.0% | -3.6% | -4.9% |
| 3M | -14.3% | -2.8% | -11.5% | -13.4% |
| 6M | -22.5% | +2.1% | -24.7% | -23.1% |
| YTD | -42.3% | +11.5% | -53.8% | -44.6% |
| 1Y | -37.0% | +13.5% | -50.5% | -39.9% |
| 3Y | -38.0% | +77.7% | -115.7% | -48.8% |
| 5Y | +60.4% | +72.6% | -12.2% | +33.0% |
| 10Y | +75.6% | +308.2% | -232.6% | +11.6% |
| All | +184.4% | +3,034.0% | -2,849.6% | +38.4% |
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