+19.1%
CLX vs CASY
+553.2%
-534.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +13.6% | +1.1% | +12.5% | +13.4% |
| 30D | +23.4% | +8.7% | +14.7% | +21.8% |
| 3M | -2.8% | -17.3% | +14.5% | -0.4% |
| 6M | +14.0% | -19.7% | +33.7% | +16.8% |
| YTD | +4.2% | +24.8% | -20.7% | -0.8% |
| 1Y | -1.2% | +31.9% | -33.1% | -6.8% |
| 3Y | -12.7% | +155.4% | -168.1% | -27.3% |
| 5Y | -26.5% | +250.6% | -277.1% | -42.7% |
| All | +19.1% | +553.2% | -534.0% | -19.2% |
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