+1,081.9%
STLD vs CASY
+505.6%
+576.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -9.0% | -11.3% | +2.4% | -4.6% |
| 3M | -12.4% | -0.6% | -11.7% | -13.7% |
| 6M | +25.5% | +10.7% | +14.8% | +17.6% |
| YTD | +43.6% | +37.1% | +6.5% | +22.5% |
| 1Y | +87.2% | +52.3% | +34.9% | +51.1% |
| 3Y | +135.2% | +215.2% | -80.0% | +28.8% |
| 5Y | +290.9% | +276.5% | +14.4% | +92.4% |
| All | +1,081.9% | +505.6% | +576.3% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling