+9,818.1%
STZ vs CASY
+24,690.2%
-14,872.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.9% | -11.3% | +9.5% | +0.5% |
| 3M | -6.2% | -0.6% | -5.6% | -6.9% |
| 6M | -14.0% | +10.7% | -24.7% | -16.8% |
| YTD | -5.1% | +37.1% | -42.2% | -12.3% |
| 1Y | -9.6% | +52.3% | -61.9% | -18.5% |
| 3Y | -47.2% | +215.2% | -262.4% | -60.0% |
| 5Y | -33.6% | +276.5% | -310.1% | -52.0% |
| 10Y | -9.8% | +508.4% | -518.1% | -42.1% |
| All | +9,818.1% | +24,690.2% | -14,872.0% | +3,258.6% |
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