+18.7%
CSRE vs SPY
+28.1%
-9.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | +2.6% | -1.7% | -0.2% |
| 30D | +6.8% | -2.0% | +8.8% | +7.6% |
| 3M | 0.0% | -2.8% | +2.8% | +1.2% |
| 6M | +2.0% | +2.1% | -0.1% | +0.8% |
| YTD | +14.9% | +11.5% | +3.4% | +8.5% |
| 1Y | +14.6% | +13.5% | +1.2% | +7.2% |
| All | +18.7% | +28.1% | -9.4% | +2.3% |
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