-89.3%
CSTE vs SPY
+596.3%
-685.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.4% | -18.0% | -18.0% |
| 7D | -15.7% | +2.6% | -18.3% | -17.5% |
| 30D | -60.4% | -2.0% | -58.4% | -58.9% |
| 3M | -64.9% | -2.8% | -62.1% | -63.4% |
| 6M | -28.2% | +2.1% | -30.3% | -28.4% |
| YTD | -42.5% | +11.5% | -54.0% | -47.0% |
| 1Y | +8.1% | +13.5% | -5.4% | -1.7% |
| 3Y | -73.6% | +77.7% | -151.3% | -84.4% |
| 5Y | -91.2% | +72.6% | -163.8% | -94.7% |
| 10Y | -95.9% | +308.2% | -404.1% | -99.1% |
| All | -89.3% | +596.3% | -685.7% | -98.4% |
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