-64.6%
STLA vs CASY
+215.7%
-280.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -1.2% | -11.3% | +10.1% | -0.3% |
| 3M | -24.8% | -0.6% | -24.1% | -25.4% |
| 6M | -25.6% | +10.7% | -36.3% | -28.1% |
| YTD | -48.9% | +37.1% | -86.1% | -53.0% |
| 1Y | -38.8% | +52.3% | -91.1% | -45.1% |
| All | -64.6% | +215.7% | -280.3% | -73.0% |
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