+28.4%
CLX vs CASY
+550.6%
-522.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +13.6% | +5.0% | +8.7% | +12.9% |
| 30D | +29.1% | +8.2% | +20.9% | +27.6% |
| 3M | +1.6% | -18.2% | +19.8% | +4.3% |
| 6M | +18.7% | -18.6% | +37.3% | +21.4% |
| YTD | +11.1% | +26.8% | -15.7% | +5.6% |
| 1Y | +7.0% | +31.6% | -24.6% | +1.0% |
| 3Y | -10.0% | +156.5% | -166.5% | -25.0% |
| 5Y | -22.6% | +258.6% | -281.3% | -39.8% |
| All | +28.4% | +550.6% | -522.2% | -12.2% |
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