+60.8%
CSTL vs VT
+134.0%
-73.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -2.0% | -0.1% | -1.9% | -1.8% |
| 30D | 0.0% | -3.1% | +3.1% | +4.1% |
| 3M | +6.4% | -3.5% | +9.9% | +11.2% |
| 6M | +73.6% | +0.5% | +73.1% | +72.3% |
| YTD | -11.5% | +10.8% | -22.3% | -21.7% |
| 1Y | -0.9% | +11.9% | -12.8% | -13.5% |
| 3Y | +100.3% | +73.0% | +27.4% | +1.8% |
| 5Y | -35.0% | +58.6% | -93.6% | -62.7% |
| All | +60.8% | +134.0% | -73.2% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling