-38.2%
CSV vs SPY
+71.5%
-109.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.5% | +4.9% |
| 7D | -18.1% | +0.1% | -18.2% | -17.3% |
| 30D | -14.7% | -3.3% | -11.4% | -11.8% |
| 3M | -19.9% | -2.4% | -17.5% | -17.7% |
| 6M | -36.6% | +2.6% | -39.2% | -37.6% |
| YTD | -31.6% | +11.2% | -42.8% | -36.8% |
| 1Y | -29.6% | +13.4% | -43.0% | -36.0% |
| 3Y | +40.4% | +79.9% | -39.5% | -16.2% |
| 5Y | -38.2% | +72.2% | -110.3% | -61.9% |
| All | -38.2% | +71.5% | -109.6% | -61.9% |
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 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