+14,991.9%
OKE vs CASY
+34,208.6%
-19,216.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +5.4% | +3.6% | +1.8% | +4.6% |
| 30D | -1.3% | +9.1% | -10.4% | -3.0% |
| 3M | -2.0% | -16.5% | +14.5% | +1.0% |
| 6M | +3.4% | -19.7% | +23.1% | +7.0% |
| YTD | +28.2% | +29.3% | -1.1% | +20.4% |
| 1Y | +35.7% | +33.1% | +2.5% | +26.6% |
| 3Y | +61.0% | +158.5% | -97.5% | +30.1% |
| 5Y | +85.8% | +266.7% | -180.9% | +39.3% |
| 10Y | +242.1% | +553.5% | -311.4% | +129.3% |
| All | +14,991.9% | +34,208.6% | -19,216.7% | +6,721.2% |
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