+27.6%
CSWC vs SPY
+9.9%
+17.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +2.0% |
| 30D | -0.2% | -5.4% | +5.2% | +3.2% |
| 3M | -3.5% | -4.1% | +0.6% | -1.1% |
| 6M | +1.4% | +0.7% | +0.7% | +0.9% |
| YTD | +14.9% | +8.7% | +6.2% | +8.3% |
| 1Y | +27.6% | +10.9% | +16.7% | +19.0% |
| All | +27.6% | +9.9% | +17.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling