+19.3%
CSRE vs SPY
+27.3%
-8.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +7.0% | -3.7% | +10.7% | +8.7% |
| 3M | +1.9% | -2.7% | +4.6% | +3.0% |
| 6M | +1.8% | +2.2% | -0.4% | +0.5% |
| YTD | +15.5% | +10.8% | +4.7% | +9.3% |
| 1Y | +13.2% | +11.2% | +2.0% | +6.9% |
| All | +19.3% | +27.3% | -8.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling