+643.2%
LYB vs CASY
+2,059.3%
-1,416.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.7% |
| 7D | -0.9% | -4.4% | +3.5% | +0.6% |
| 30D | +9.5% | -12.0% | +21.6% | +14.3% |
| 3M | +1.3% | -2.3% | +3.6% | +0.9% |
| 6M | -1.7% | +10.5% | -12.3% | -7.3% |
| YTD | +54.1% | +33.0% | +21.1% | +35.4% |
| 1Y | +25.7% | +41.1% | -15.5% | +7.5% |
| 3Y | -20.9% | +207.5% | -228.4% | -52.4% |
| 5Y | -1.5% | +290.7% | -292.3% | -47.9% |
| 10Y | +45.0% | +556.5% | -511.5% | -38.6% |
| All | +643.2% | +2,059.3% | -1,416.1% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling