+7,518.6%
STLD vs CASY
+10,607.5%
-3,088.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -11.1% | +1.1% | -12.2% | -11.6% |
| 30D | -4.8% | +8.7% | -13.5% | -8.2% |
| 3M | -14.6% | -17.3% | +2.8% | -8.9% |
| 6M | -7.4% | -19.7% | +12.3% | -1.7% |
| YTD | +32.6% | +24.8% | +7.7% | +17.0% |
| 1Y | +47.3% | +31.9% | +15.4% | +26.6% |
| 3Y | +107.5% | +155.4% | -47.8% | +30.9% |
| 5Y | +268.8% | +250.6% | +18.3% | +101.2% |
| 10Y | +883.3% | +556.8% | +326.5% | +302.7% |
| All | +7,518.6% | +10,607.5% | -3,088.9% | +1,096.0% |
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