+180.4%
CSPI vs SPY
+3,056.6%
-2,876.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -6.1% | -2.4% | -3.8% | -5.3% |
| 3M | -15.9% | -1.2% | -14.7% | -15.5% |
| 6M | -21.7% | +3.3% | -25.0% | -22.7% |
| YTD | -43.1% | +12.3% | -55.4% | -45.5% |
| 1Y | -38.7% | +12.4% | -51.1% | -41.3% |
| 3Y | -39.7% | +78.8% | -118.5% | -50.2% |
| 5Y | +69.5% | +75.2% | -5.7% | +39.8% |
| 10Y | +73.1% | +311.1% | -238.0% | +9.7% |
| All | +180.4% | +3,056.6% | -2,876.2% | +36.1% |
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