+221.9%
CVX vs CASY
+468.0%
-246.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.2% | +16.2% | +5.5% |
| 7D | +1.0% | -16.5% | +17.5% | +5.2% |
| 30D | +10.7% | -26.4% | +37.0% | +19.0% |
| 3M | +15.5% | -17.3% | +32.8% | +19.7% |
| 6M | +14.9% | -5.2% | +20.1% | +14.1% |
| YTD | +44.2% | +14.1% | +30.1% | +35.6% |
| 1Y | +43.5% | +16.6% | +26.9% | +33.6% |
| 3Y | +45.0% | +163.7% | -118.7% | +0.5% |
| 5Y | +172.2% | +231.3% | -59.2% | +69.4% |
| 10Y | +221.9% | +462.9% | -241.0% | +69.3% |
| All | +221.9% | +468.0% | -246.1% | +69.3% |
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