+9,673.6%
STRL vs CASY
+36,819.7%
-27,146.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.2% | -16.0% | -14.4% |
| 7D | -34.6% | +1.8% | -36.4% | -35.1% |
| 30D | -56.7% | +11.2% | -67.8% | -58.1% |
| 3M | -54.4% | -19.1% | -35.3% | -52.3% |
| 6M | -69.7% | -19.9% | -49.8% | -68.7% |
| YTD | -20.2% | +25.2% | -45.4% | -26.6% |
| 1Y | -40.6% | +31.6% | -72.2% | -46.2% |
| 3Y | +221.7% | +155.4% | +66.3% | +142.3% |
| 5Y | +799.0% | +251.5% | +547.4% | +518.7% |
| 10Y | +3,451.5% | +558.6% | +2,892.8% | +1,995.9% |
| All | +9,673.6% | +36,819.7% | -27,146.1% | +3,384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling