+7,484.2%
STLD vs CASY
+10,636.9%
-3,152.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.2% | -9.8% | -8.5% |
| 7D | -12.5% | +1.8% | -14.3% | -13.2% |
| 30D | -6.8% | +11.2% | -18.0% | -11.0% |
| 3M | -16.4% | -19.1% | +2.7% | -10.0% |
| 6M | -6.1% | -19.9% | +13.8% | -0.3% |
| YTD | +32.0% | +25.2% | +6.8% | +16.4% |
| 1Y | +45.5% | +31.6% | +13.9% | +25.2% |
| 3Y | +106.5% | +155.4% | -48.9% | +30.3% |
| 5Y | +267.2% | +251.5% | +15.6% | +100.0% |
| 10Y | +878.9% | +558.6% | +320.2% | +300.4% |
| All | +7,484.2% | +10,636.9% | -3,152.7% | +1,089.3% |
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