+893.3%
CSW vs SPY
+313.4%
+579.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -10.9% | +0.1% | -10.9% | -10.9% |
| 3M | +14.5% | +2.0% | +12.5% | +12.6% |
| 6M | +11.0% | +13.0% | -2.0% | -1.6% |
| YTD | +5.4% | +13.5% | -8.1% | -6.8% |
| 1Y | +16.5% | +20.0% | -3.5% | -2.5% |
| 3Y | +68.4% | +77.2% | -8.8% | -1.8% |
| 5Y | +140.7% | +81.9% | +58.8% | +35.9% |
| All | +893.3% | +313.4% | +579.9% | +144.7% |
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