+179.7%
CWS vs SPY
+301.9%
-122.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | +1.7% |
| 30D | 0.0% | -5.4% | +5.4% | +4.1% |
| 3M | -7.7% | -4.1% | -3.6% | -4.9% |
| 6M | -1.4% | +0.7% | -2.1% | -2.2% |
| YTD | -2.7% | +8.7% | -11.4% | -9.0% |
| 1Y | -0.4% | +10.9% | -11.3% | -8.3% |
| 3Y | +31.8% | +75.0% | -43.2% | -15.2% |
| 5Y | +36.1% | +67.8% | -31.7% | -10.3% |
| 10Y | +189.8% | +312.9% | -123.1% | -6.9% |
| All | +179.7% | +301.9% | -122.2% | -7.3% |
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