+268.6%
CSTM vs SPY
+312.5%
-44.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.2% |
| 7D | +2.3% | -0.4% | +2.6% | +2.8% |
| 30D | -7.4% | -1.4% | -6.0% | -5.3% |
| 3M | -20.0% | +3.7% | -23.7% | -24.9% |
| 6M | +8.0% | +13.0% | -5.0% | -11.7% |
| YTD | +44.3% | +12.4% | +31.9% | +19.4% |
| 1Y | +98.1% | +18.5% | +79.6% | +50.0% |
| 3Y | +55.4% | +77.6% | -22.2% | -41.2% |
| 5Y | +34.0% | +81.7% | -47.7% | -51.8% |
| 10Y | +268.6% | +319.7% | -51.1% | -70.2% |
| All | +268.6% | +312.5% | -44.0% | -70.2% |
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