+73.4%
CL vs CASY
+553.2%
-479.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +11.4% | +8.7% | +2.7% | +9.4% |
| 3M | +4.4% | -17.3% | +21.7% | +8.2% |
| 6M | +10.8% | -19.7% | +30.5% | +14.8% |
| YTD | +25.1% | +24.8% | +0.3% | +17.1% |
| 1Y | +28.0% | +31.9% | -3.9% | +18.1% |
| 3Y | +37.6% | +155.4% | -117.8% | +6.7% |
| 5Y | +39.7% | +250.6% | -210.9% | -1.7% |
| All | +73.4% | +553.2% | -479.8% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling