-75.7%
STLA vs CASY
+162.5%
-238.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.8% | -3.7% |
| 7D | -11.6% | +5.8% | -17.4% | -12.0% |
| 30D | -6.2% | +10.7% | -16.9% | -7.0% |
| 3M | -24.6% | -13.9% | -10.7% | -23.9% |
| 6M | -44.9% | -18.4% | -26.5% | -43.6% |
| YTD | -62.3% | +29.6% | -91.9% | -65.2% |
| 1Y | -61.8% | +32.8% | -94.6% | -65.0% |
| All | -75.7% | +162.5% | -238.3% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling