+2,254.2%
STM vs CASY
+11,670.2%
-9,415.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +4.3% |
| 7D | +1.7% | -16.5% | +18.2% | +7.9% |
| 30D | -5.2% | -26.4% | +21.2% | +5.2% |
| 3M | -29.6% | -17.3% | -12.3% | -26.7% |
| 6M | +54.4% | -5.2% | +59.6% | +53.0% |
| YTD | +99.5% | +14.1% | +85.4% | +84.3% |
| 1Y | +100.8% | +16.6% | +84.1% | +83.3% |
| 3Y | +20.2% | +163.7% | -143.5% | -21.2% |
| 5Y | +21.1% | +231.3% | -210.2% | -27.8% |
| 10Y | +664.5% | +462.9% | +201.6% | +262.5% |
| All | +2,254.2% | +11,670.2% | -9,415.9% | +333.4% |
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