+915.3%
STRL vs CASY
+254.7%
+660.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -19.8% | +5.0% | -24.8% | -21.1% |
| 30D | -43.6% | +8.2% | -51.7% | -45.2% |
| 3M | -45.2% | -18.2% | -27.0% | -42.0% |
| 6M | -65.7% | -18.6% | -47.1% | -64.1% |
| YTD | -5.4% | +26.8% | -32.2% | -17.3% |
| 1Y | -24.7% | +31.6% | -56.3% | -35.5% |
| 3Y | +335.0% | +156.5% | +178.5% | +173.8% |
| 5Y | +915.3% | +258.6% | +656.7% | +441.4% |
| All | +915.3% | +254.7% | +660.6% | +441.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling