-74.2%
STLA vs CASY
+261.5%
-335.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.0% | -5.9% |
| 7D | -13.1% | +2.5% | -15.5% | -13.5% |
| 30D | -13.3% | +10.2% | -23.5% | -15.0% |
| 3M | -27.9% | -15.7% | -12.2% | -25.8% |
| 6M | -47.8% | -18.4% | -29.5% | -46.1% |
| YTD | -64.6% | +28.3% | -92.8% | -68.4% |
| 1Y | -64.0% | +32.6% | -96.5% | -68.3% |
| 3Y | -76.8% | +159.5% | -236.3% | -84.6% |
| 5Y | -74.2% | +263.9% | -338.1% | -86.6% |
| All | -74.2% | +261.5% | -335.7% | -86.6% |
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