+209.5%
CVX vs CASY
+550.0%
-340.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | -0.6% | +10.2% | -10.9% | -3.1% |
| 3M | +11.0% | -15.7% | +26.7% | +15.2% |
| 6M | +18.4% | -18.4% | +36.8% | +23.1% |
| YTD | +45.9% | +28.3% | +17.6% | +33.0% |
| 1Y | +46.7% | +32.6% | +14.1% | +32.1% |
| 3Y | +71.6% | +159.5% | -87.9% | +21.2% |
| 5Y | +131.4% | +263.9% | -132.5% | +41.1% |
| All | +209.5% | +550.0% | -340.5% | +56.9% |
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