+117.8%
CSTE vs SPY
+17.2%
+100.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.5% |
| 7D | +4.3% | -2.0% | +6.2% | +7.3% |
| 30D | +6.0% | -1.7% | +7.7% | +8.4% |
| 3M | +89.3% | +4.7% | +84.6% | +75.2% |
| 6M | +324.0% | +12.5% | +311.5% | +253.3% |
| YTD | +71.0% | +11.7% | +59.2% | +44.5% |
| 1Y | +117.8% | +17.5% | +100.3% | +67.2% |
| All | +117.8% | +17.2% | +100.6% | +67.2% |
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