+504.0%
STRL vs CASY
+215.7%
+288.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -9.2% | -11.3% | +2.1% | -6.1% |
| 3M | -51.0% | -0.6% | -50.4% | -52.1% |
| 6M | +15.8% | +10.7% | +5.1% | +9.4% |
| YTD | +58.9% | +37.1% | +21.7% | +38.9% |
| 1Y | +68.5% | +52.3% | +16.2% | +39.9% |
| All | +504.0% | +215.7% | +288.3% | +305.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling