-75.9%
CSTE vs SPY
+81.8%
-157.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.8% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | +34.8% | -0.9% | +35.7% | +35.7% |
| 3M | +79.2% | +3.9% | +75.3% | +73.8% |
| 6M | +287.5% | +14.5% | +273.0% | +248.5% |
| YTD | +66.7% | +12.9% | +53.7% | +51.7% |
| 1Y | +123.0% | +19.4% | +103.7% | +95.4% |
| 3Y | -27.9% | +78.5% | -106.4% | -53.6% |
| 5Y | -75.9% | +81.8% | -157.6% | -84.9% |
| All | -75.9% | +81.8% | -157.6% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling