-70.4%
CSTE vs SPY
+609.2%
-679.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +28.0% | +0.1% | +28.0% | +27.8% |
| 3M | +71.7% | +2.0% | +69.7% | +68.6% |
| 6M | +233.7% | +13.0% | +220.7% | +199.0% |
| YTD | +59.7% | +13.5% | +46.1% | +42.4% |
| 1Y | +113.7% | +20.0% | +93.7% | +82.0% |
| 3Y | -29.6% | +77.2% | -106.8% | -58.9% |
| 5Y | -77.0% | +81.9% | -158.8% | -87.0% |
| 10Y | -92.0% | +314.1% | -406.0% | -98.2% |
| All | -70.4% | +609.2% | -679.6% | -95.7% |
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 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