+3,988.2%
STRL vs CASY
+551.3%
+3,436.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.3% | +14.7% |
| 7D | -13.3% | +3.6% | -16.9% | -14.8% |
| 30D | -43.3% | +7.2% | -50.5% | -45.4% |
| 3M | -46.9% | -16.9% | -29.9% | -43.4% |
| 6M | -65.6% | -19.3% | -46.3% | -63.8% |
| YTD | -5.1% | +25.6% | -30.7% | -18.9% |
| 1Y | -23.1% | +30.2% | -53.2% | -35.8% |
| 3Y | +346.8% | +154.9% | +192.0% | +160.4% |
| 5Y | +907.2% | +252.1% | +655.0% | +385.8% |
| 10Y | +3,988.2% | +535.8% | +3,452.3% | +1,385.0% |
| All | +3,988.2% | +551.3% | +3,436.9% | +1,385.0% |
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 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