+201.1%
CVX vs CASY
+547.1%
-345.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -9.7% | +1.1% | -10.8% | -10.0% |
| 30D | +3.6% | +8.7% | -5.1% | +1.4% |
| 3M | +13.3% | -17.3% | +30.6% | +18.1% |
| 6M | +16.9% | -19.7% | +36.6% | +22.0% |
| YTD | +43.4% | +24.8% | +18.6% | +31.6% |
| 1Y | +44.5% | +31.9% | +12.6% | +30.2% |
| 3Y | +64.0% | +155.4% | -91.4% | +16.3% |
| 5Y | +126.4% | +250.6% | -124.1% | +39.8% |
| All | +201.1% | +547.1% | -345.9% | +54.6% |
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