+902.3%
CSW vs SPY
+315.0%
+587.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.7% | +3.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | +0.3% | -3.3% | +3.6% | +4.0% |
| 3M | -17.8% | -2.4% | -15.3% | -15.5% |
| 6M | +6.3% | +2.6% | +3.8% | +4.3% |
| YTD | -1.5% | +11.2% | -12.7% | -10.9% |
| 1Y | +18.1% | +13.4% | +4.7% | +4.8% |
| 3Y | +73.6% | +79.9% | -6.3% | +0.4% |
| 5Y | +109.0% | +72.2% | +36.8% | +25.0% |
| 10Y | +902.3% | +307.3% | +595.0% | +150.3% |
| All | +902.3% | +315.0% | +587.3% | +150.3% |
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