+3,331.9%
CSWC vs SPY
+3,085.7%
+246.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +1.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.9% |
| 30D | +1.8% | -1.0% | +2.8% | +2.4% |
| 3M | -1.2% | -0.3% | -0.8% | -1.0% |
| 6M | +4.1% | +7.3% | -3.2% | -0.7% |
| YTD | +17.5% | +13.3% | +4.2% | +8.2% |
| 1Y | +33.1% | +14.8% | +18.3% | +21.4% |
| 3Y | +54.6% | +82.9% | -28.3% | +4.0% |
| 5Y | +58.0% | +75.6% | -17.6% | +8.0% |
| 10Y | +415.6% | +330.5% | +85.0% | +98.5% |
| All | +3,331.9% | +3,085.7% | +246.2% | +776.3% |
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