+50.1%
CSTM vs SPY
+462.9%
-412.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.4% |
| 7D | -5.6% | -2.7% | -2.9% | -1.2% |
| 30D | -14.2% | -5.4% | -8.8% | -5.8% |
| 3M | -23.8% | -4.1% | -19.7% | -18.2% |
| 6M | -34.6% | +0.7% | -35.3% | -34.9% |
| YTD | +15.7% | +8.7% | +7.0% | +2.4% |
| 1Y | +41.3% | +10.9% | +30.5% | +21.2% |
| 3Y | +28.6% | +75.0% | -46.4% | -47.4% |
| 5Y | +11.3% | +67.8% | -56.5% | -50.9% |
| 10Y | +311.5% | +312.9% | -1.3% | -48.5% |
| All | +50.1% | +462.9% | -412.8% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling