+1,727.7%
STM vs CASY
+12,814.6%
-11,086.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +2.2% | -14.6% | -13.2% |
| 7D | -20.1% | +1.8% | -21.9% | -20.7% |
| 30D | -32.0% | +11.2% | -43.1% | -34.8% |
| 3M | -24.2% | -19.1% | -5.1% | -19.4% |
| 6M | -29.9% | -19.9% | -10.0% | -26.6% |
| YTD | +54.9% | +25.2% | +29.7% | +37.3% |
| 1Y | +68.0% | +31.6% | +36.4% | +45.7% |
| 3Y | -0.1% | +155.4% | -155.5% | -33.8% |
| 5Y | -17.9% | +251.5% | -269.4% | -52.3% |
| 10Y | +392.2% | +558.6% | -166.4% | +119.0% |
| All | +1,727.7% | +12,814.6% | -11,086.9% | +223.0% |
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