-85.5%
CAST vs SPY
+14.0%
-99.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | -3.5% |
| 7D | +6.5% | -0.7% | +7.2% | +9.5% |
| 30D | +12.8% | -1.0% | +13.9% | +18.0% |
| 3M | +7.3% | -0.3% | +7.7% | +4.9% |
| 6M | -31.6% | +7.3% | -38.9% | -50.3% |
| All | -85.5% | +14.0% | -99.6% | -90.7% |
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 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