-32.0%
CSV vs SPY
+11.8%
-43.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.1% | +3.3% | -4.4% | -3.6% |
| 30D | -19.1% | -2.7% | -16.4% | -17.7% |
| 3M | -16.9% | -1.7% | -15.2% | -15.6% |
| 6M | -35.3% | +3.1% | -38.4% | -34.9% |
| YTD | -33.3% | +11.9% | -45.2% | -35.7% |
| 1Y | -32.0% | +12.0% | -44.0% | -34.5% |
| All | -32.0% | +11.8% | -43.8% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling