+64.9%
CSW vs SPY
+74.5%
-9.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -0.3% |
| 7D | -5.0% | -4.7% | -0.2% | +1.7% |
| 30D | -6.7% | -5.9% | -0.8% | +1.5% |
| 3M | -20.0% | -4.5% | -15.4% | -14.6% |
| 6M | +1.0% | +1.8% | -0.8% | -0.8% |
| YTD | -5.4% | +8.3% | -13.7% | -14.3% |
| 1Y | +14.8% | +9.3% | +5.4% | +2.6% |
| All | +64.9% | +74.5% | -9.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling