+634.8%
STX vs CASY
+156.8%
+478.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -17.3% | +5.0% | -22.2% | -17.7% |
| 30D | -35.9% | +8.2% | -44.1% | -36.5% |
| 3M | -37.3% | -18.2% | -19.1% | -36.0% |
| 6M | -35.8% | -18.6% | -17.2% | -34.3% |
| YTD | +82.7% | +26.8% | +55.9% | +73.3% |
| 1Y | +71.6% | +31.6% | +40.0% | +61.3% |
| All | +634.8% | +156.8% | +478.0% | +489.5% |
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