+859.3%
CSW vs SPY
+360.6%
+498.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -2.0% |
| 7D | -5.0% | -4.7% | -0.2% | -0.2% |
| 30D | -6.7% | -5.9% | -0.8% | -0.8% |
| 3M | -20.0% | -4.5% | -15.4% | -16.1% |
| 6M | +1.0% | +1.8% | -0.8% | -0.1% |
| YTD | -5.4% | +8.3% | -13.7% | -11.8% |
| 1Y | +14.8% | +9.3% | +5.4% | +6.1% |
| 3Y | +60.3% | +74.9% | -14.6% | -2.2% |
| 5Y | +102.8% | +67.3% | +35.5% | +27.8% |
| 10Y | +880.5% | +311.6% | +569.0% | +214.2% |
| All | +859.3% | +360.6% | +498.7% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling