+346.8%
STRL vs CASY
+155.2%
+191.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.3% | +14.8% |
| 7D | -13.3% | +3.6% | -16.9% | -14.2% |
| 30D | -43.3% | +7.2% | -50.5% | -44.6% |
| 3M | -46.9% | -16.9% | -29.9% | -44.3% |
| 6M | -65.6% | -19.3% | -46.3% | -63.7% |
| YTD | -5.1% | +25.6% | -30.7% | -16.7% |
| 1Y | -23.1% | +30.2% | -53.2% | -33.9% |
| 3Y | +346.8% | +154.9% | +192.0% | +171.6% |
| All | +346.8% | +155.2% | +191.6% | +171.6% |
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