+299.3%
CSTM vs SPY
+315.0%
-15.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +0.3% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -11.8% | -3.3% | -8.5% | -6.3% |
| 3M | -22.7% | -2.4% | -20.3% | -19.3% |
| 6M | -32.8% | +2.6% | -35.4% | -35.3% |
| YTD | +20.7% | +11.2% | +9.5% | +2.0% |
| 1Y | +43.8% | +13.4% | +30.4% | +17.6% |
| 3Y | +32.9% | +79.9% | -47.0% | -50.8% |
| 5Y | +16.7% | +72.2% | -55.5% | -53.1% |
| 10Y | +299.3% | +307.3% | -8.0% | -59.9% |
| All | +299.3% | +315.0% | -15.7% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling