+3,667.9%
STRL vs CASY
+555.0%
+3,112.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.4% |
| 7D | +15.7% | +3.6% | +12.1% | +14.1% |
| 30D | -35.5% | +9.1% | -44.5% | -38.1% |
| 3M | -47.1% | -16.5% | -30.6% | -43.7% |
| 6M | -65.8% | -19.7% | -46.1% | -63.8% |
| YTD | -4.5% | +29.3% | -33.8% | -19.3% |
| 1Y | -10.5% | +33.1% | -43.6% | -25.8% |
| 3Y | +340.6% | +158.5% | +182.1% | +155.8% |
| 5Y | +911.0% | +266.7% | +644.3% | +379.2% |
| All | +3,667.9% | +555.0% | +3,112.9% | +1,283.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling