+348.0%
CSR vs SPY
+1,168.7%
-820.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | +0.9% |
| 7D | -0.5% | -4.7% | +4.2% | +2.6% |
| 30D | +5.4% | -5.9% | +11.3% | +9.5% |
| 3M | +4.2% | -4.5% | +8.7% | +7.1% |
| 6M | -8.2% | +1.8% | -10.0% | -9.7% |
| YTD | -8.7% | +8.3% | -17.1% | -14.0% |
| 1Y | +2.9% | +9.3% | -6.4% | -3.7% |
| 3Y | +33.5% | +74.9% | -41.4% | -8.9% |
| 5Y | -26.9% | +67.3% | -94.1% | -48.9% |
| 10Y | +57.3% | +311.6% | -254.3% | -38.3% |
| All | +348.0% | +1,168.7% | -820.7% | +2.9% |
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