+34.8%
CSR vs SPY
+307.0%
-272.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.5% | +2.6% | -3.1% | -2.2% |
| 30D | +2.7% | -2.0% | +4.6% | +3.9% |
| 3M | +3.2% | -2.8% | +6.0% | +5.0% |
| 6M | -14.5% | +2.1% | -16.7% | -16.3% |
| YTD | -11.1% | +11.5% | -22.6% | -18.3% |
| 1Y | -8.1% | +13.5% | -21.6% | -16.7% |
| 3Y | +31.2% | +77.7% | -46.5% | -15.9% |
| 5Y | -29.9% | +72.6% | -102.5% | -54.4% |
| All | +34.8% | +307.0% | -272.2% | -54.8% |
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