-47.1%
CSTL vs VT
+53.4%
-100.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.3% |
| 7D | -12.5% | -2.3% | -10.2% | -9.2% |
| 30D | -1.5% | -5.0% | +3.5% | +7.0% |
| 3M | +6.7% | -4.9% | +11.6% | +15.5% |
| 6M | +31.4% | -1.5% | +32.9% | +34.3% |
| YTD | -16.4% | +8.5% | -24.9% | -27.4% |
| 1Y | -3.1% | +11.4% | -14.4% | -19.6% |
| 3Y | +80.1% | +70.1% | +10.0% | -34.5% |
| All | -47.1% | +53.4% | -100.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling