+3,667.8%
STRL vs CASY
+553.2%
+3,114.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.6% |
| 7D | -26.9% | +1.1% | -28.0% | -27.5% |
| 30D | -52.7% | +8.7% | -61.4% | -54.7% |
| 3M | -52.8% | -17.3% | -35.5% | -49.7% |
| 6M | -71.5% | -19.7% | -51.7% | -69.9% |
| YTD | -17.4% | +24.8% | -42.3% | -29.3% |
| 1Y | -35.0% | +31.9% | -66.9% | -46.1% |
| 3Y | +239.2% | +155.4% | +83.8% | +97.2% |
| 5Y | +830.2% | +250.6% | +579.6% | +349.3% |
| All | +3,667.8% | +553.2% | +3,114.6% | +1,301.3% |
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 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