+588.0%
STX vs CASY
+154.1%
+433.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -28.5% | +1.1% | -29.6% | -28.6% |
| 30D | -42.9% | +8.7% | -51.6% | -43.5% |
| 3M | -45.9% | -17.3% | -28.6% | -44.9% |
| 6M | -41.3% | -19.7% | -21.6% | -39.8% |
| YTD | +67.9% | +24.8% | +43.1% | +59.4% |
| 1Y | +66.5% | +31.9% | +34.6% | +56.2% |
| 3Y | +588.0% | +155.4% | +432.6% | +451.0% |
| All | +588.0% | +154.1% | +433.9% | +451.0% |
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