+19.2%
CSRE vs SPY
+27.8%
-8.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +7.0% | -3.3% | +10.3% | +8.5% |
| 3M | +0.6% | -2.4% | +3.0% | +1.6% |
| 6M | +1.8% | +2.6% | -0.8% | +0.3% |
| YTD | +15.5% | +11.2% | +4.2% | +9.1% |
| 1Y | +13.6% | +13.4% | +0.2% | +6.3% |
| All | +19.2% | +27.8% | -8.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling