-57.2%
CSTL vs SPY
+81.8%
-138.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.3% |
| 7D | -2.0% | +0.5% | -2.6% | -2.9% |
| 30D | +2.3% | -0.9% | +3.2% | +3.6% |
| 3M | +62.8% | +3.9% | +58.9% | +53.9% |
| 6M | +20.8% | +14.5% | +6.3% | -0.8% |
| YTD | -15.8% | +12.9% | -28.7% | -29.4% |
| 1Y | +36.2% | +19.4% | +16.8% | +4.4% |
| 3Y | +78.6% | +78.5% | +0.2% | -32.7% |
| 5Y | -57.2% | +81.8% | -138.9% | -83.6% |
| All | -57.2% | +81.8% | -138.9% | -83.6% |
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