-89.7%
CSTE vs SPY
+74.6%
-164.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -7.1% |
| 7D | -22.0% | -0.9% | -21.0% | -20.5% |
| 30D | -53.6% | -2.4% | -51.3% | -52.0% |
| 3M | -57.3% | -1.2% | -56.2% | -56.3% |
| 6M | -6.6% | +3.3% | -9.9% | -7.6% |
| YTD | -31.2% | +12.3% | -43.5% | -36.1% |
| 1Y | +24.3% | +12.4% | +11.8% | +15.5% |
| 3Y | -69.2% | +78.8% | -148.0% | -79.7% |
| 5Y | -89.7% | +75.2% | -164.9% | -93.3% |
| All | -89.7% | +74.6% | -164.3% | -93.3% |
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 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