-28.4%
STZ vs CASY
+254.0%
-282.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | +11.8% | +1.8% | +9.9% | +11.4% |
| 30D | +26.0% | +11.2% | +14.8% | +23.8% |
| 3M | +11.5% | -19.1% | +30.6% | +15.1% |
| 6M | -2.0% | -19.9% | +17.9% | +0.9% |
| YTD | +7.9% | +25.2% | -17.3% | +1.0% |
| 1Y | +13.9% | +31.6% | -17.7% | +5.4% |
| 3Y | -35.8% | +155.4% | -191.3% | -50.3% |
| 5Y | -28.4% | +251.5% | -280.0% | -50.0% |
| All | -28.4% | +254.0% | -282.5% | -50.0% |
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 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