+59.8%
CSTL vs VT
+128.6%
-68.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | +0.6% |
| 7D | -11.2% | -4.2% | -7.0% | -6.5% |
| 30D | +2.5% | -5.8% | +8.3% | +10.4% |
| 3M | +12.5% | -5.2% | +17.7% | +20.2% |
| 6M | +39.0% | +0.1% | +38.9% | +38.9% |
| YTD | -12.1% | +8.2% | -20.3% | -20.1% |
| 1Y | +1.9% | +10.1% | -8.2% | -9.4% |
| 3Y | +90.2% | +69.7% | +20.5% | -1.1% |
| 5Y | -42.6% | +53.4% | -95.9% | -65.9% |
| All | +59.8% | +128.6% | -68.8% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling