-62.1%
STLA vs CASY
+274.3%
-336.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.4% |
| 7D | +0.7% | -4.4% | +5.1% | +1.7% |
| 30D | -2.4% | -12.0% | +9.7% | +0.1% |
| 3M | -23.9% | -2.3% | -21.5% | -24.8% |
| 6M | -24.6% | +10.5% | -35.1% | -28.7% |
| YTD | -50.5% | +33.0% | -83.5% | -56.0% |
| 1Y | -39.8% | +41.1% | -81.0% | -47.8% |
| 3Y | -65.6% | +207.5% | -273.1% | -78.7% |
| 5Y | -62.1% | +290.7% | -352.8% | -80.5% |
| All | -62.1% | +274.3% | -336.4% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling