+299.8%
CSR vs SPY
+1,229.8%
-929.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | -10.6% | +2.0% | -12.6% | -12.0% |
| 6M | -13.4% | +13.0% | -26.4% | -20.3% |
| YTD | -18.5% | +13.5% | -32.1% | -25.4% |
| 1Y | -6.6% | +20.0% | -26.6% | -17.6% |
| 3Y | -4.4% | +77.2% | -81.5% | -35.1% |
| 5Y | -36.7% | +81.9% | -118.6% | -58.1% |
| 10Y | +28.5% | +314.1% | -285.5% | -49.6% |
| All | +299.8% | +1,229.8% | -929.9% | -10.7% |
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