+57.9%
CSTL vs VT
+134.6%
-76.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | +3.9% | +2.4% | +1.6% | +1.1% |
| 30D | +2.1% | -1.5% | +3.6% | +4.2% |
| 3M | +10.6% | -4.1% | +14.7% | +16.5% |
| 6M | +86.2% | +0.6% | +85.6% | +84.6% |
| YTD | -13.1% | +11.0% | -24.2% | -23.4% |
| 1Y | -1.0% | +13.3% | -14.3% | -14.9% |
| 3Y | +90.7% | +73.4% | +17.3% | -3.4% |
| 5Y | -34.6% | +57.4% | -92.1% | -62.3% |
| All | +57.9% | +134.6% | -76.7% | -28.9% |
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