+11,247.2%
STZ vs CASY
+22,047.5%
-10,800.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.0% |
| 7D | +13.0% | +0.8% | +12.2% | +12.8% |
| 30D | +29.4% | +9.4% | +20.0% | +27.0% |
| 3M | +11.6% | -20.6% | +32.2% | +16.6% |
| 6M | -0.2% | -20.7% | +20.5% | +3.5% |
| YTD | +8.6% | +22.5% | -14.0% | +2.3% |
| 1Y | +15.9% | +29.5% | -13.5% | +7.9% |
| 3Y | -35.4% | +150.0% | -185.4% | -48.7% |
| 5Y | -26.9% | +248.6% | -275.4% | -46.4% |
| 10Y | +7.8% | +544.6% | -536.9% | -31.6% |
| All | +11,247.2% | +22,047.5% | -10,800.3% | +3,821.5% |
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 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