+398.0%
CSWC vs SPY
+312.9%
+85.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +2.3% |
| 30D | -0.2% | -5.4% | +5.2% | +3.8% |
| 3M | -3.5% | -4.1% | +0.6% | -0.7% |
| 6M | +1.4% | +0.7% | +0.7% | +0.7% |
| YTD | +14.9% | +8.7% | +6.2% | +7.9% |
| 1Y | +27.6% | +10.9% | +16.7% | +17.9% |
| 3Y | +50.6% | +75.0% | -24.4% | -0.4% |
| 5Y | +51.0% | +67.8% | -16.8% | +1.9% |
| All | +398.0% | +312.9% | +85.1% | +100.7% |
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