+107.5%
STLD vs CASY
+154.1%
-46.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -11.1% | +1.1% | -12.2% | -11.3% |
| 30D | -4.8% | +8.7% | -13.5% | -6.3% |
| 3M | -14.6% | -17.3% | +2.8% | -11.9% |
| 6M | -7.4% | -19.7% | +12.3% | -4.0% |
| YTD | +32.6% | +24.8% | +7.7% | +24.6% |
| 1Y | +47.3% | +31.9% | +15.4% | +36.4% |
| 3Y | +107.5% | +155.4% | -47.8% | +67.1% |
| All | +107.5% | +154.1% | -46.5% | +67.1% |
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