+388.2%
CSWC vs SPY
+308.5%
+79.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.0% | +3.3% | -2.3% | -1.4% |
| 30D | +0.8% | -2.7% | +3.5% | +2.7% |
| 3M | -3.9% | -1.7% | -2.2% | -2.8% |
| 6M | +4.2% | +3.1% | +1.2% | +1.7% |
| YTD | +16.1% | +11.9% | +4.2% | +6.7% |
| 1Y | +25.3% | +12.0% | +13.3% | +15.0% |
| 3Y | +51.7% | +78.2% | -26.4% | -0.9% |
| 5Y | +53.2% | +73.2% | -20.1% | +1.0% |
| All | +388.2% | +308.5% | +79.7% | +98.7% |
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