+189.9%
STLA vs CASY
+2,092.1%
-1,902.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | -3.9% | +8.7% | -12.6% | -6.2% |
| 3M | -20.2% | -17.3% | -2.9% | -16.7% |
| 6M | -42.2% | -19.7% | -22.4% | -40.0% |
| YTD | -59.3% | +24.8% | -84.1% | -63.2% |
| 1Y | -56.1% | +31.9% | -88.0% | -61.1% |
| 3Y | -73.7% | +155.4% | -229.0% | -81.4% |
| 5Y | -70.3% | +250.6% | -320.9% | -81.3% |
| 10Y | +23.1% | +556.8% | -533.8% | -33.4% |
| All | +189.9% | +2,092.1% | -1,902.2% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling