+100.3%
CSTL vs SPY
+78.4%
+22.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -2.0% | -0.6% | -1.5% | -1.5% |
| 30D | 0.0% | -3.7% | +3.7% | +3.8% |
| 3M | +6.4% | -2.7% | +9.1% | +9.3% |
| 6M | +73.6% | +2.2% | +71.4% | +70.1% |
| YTD | -11.5% | +10.8% | -22.3% | -19.5% |
| 1Y | -0.9% | +11.2% | -12.2% | -10.2% |
| 3Y | +100.3% | +76.5% | +23.9% | -21.8% |
| All | +100.3% | +78.4% | +22.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling