+11,174.7%
STZ vs CASY
+22,529.6%
-11,354.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | +11.8% | +1.8% | +9.9% | +11.3% |
| 30D | +26.0% | +11.2% | +14.8% | +23.2% |
| 3M | +11.5% | -19.1% | +30.6% | +16.0% |
| 6M | -2.0% | -19.9% | +17.9% | +1.5% |
| YTD | +7.9% | +25.2% | -17.3% | +1.2% |
| 1Y | +13.9% | +31.6% | -17.7% | +5.6% |
| 3Y | -35.8% | +155.4% | -191.3% | -49.2% |
| 5Y | -28.4% | +251.5% | -280.0% | -47.6% |
| 10Y | +7.1% | +558.6% | -551.6% | -32.4% |
| All | +11,174.7% | +22,529.6% | -11,354.9% | +3,778.5% |
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