-4.9%
LYB vs CASY
+229.6%
-234.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.3% | -18.6% | +18.9% | +3.2% |
| 30D | +2.5% | -26.6% | +29.1% | +7.1% |
| 3M | +1.4% | -32.8% | +34.2% | +7.3% |
| 6M | -3.5% | -10.0% | +6.5% | -2.9% |
| YTD | +52.0% | +11.6% | +40.4% | +46.6% |
| 1Y | +22.1% | +11.5% | +10.6% | +17.6% |
| 3Y | -22.8% | +160.7% | -183.5% | -38.6% |
| All | -4.9% | +229.6% | -234.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling