+16,116.0%
OKE vs CASY
+35,206.2%
-19,090.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | +1.9% | -4.4% | +6.3% | +2.8% |
| 30D | +12.8% | -12.0% | +24.9% | +15.5% |
| 3M | +11.9% | -2.3% | +14.3% | +11.9% |
| 6M | +14.9% | +10.5% | +4.3% | +11.8% |
| YTD | +37.7% | +33.0% | +4.7% | +29.1% |
| 1Y | +44.1% | +41.1% | +2.9% | +33.2% |
| 3Y | +75.3% | +207.5% | -132.2% | +37.1% |
| 5Y | +144.0% | +290.7% | -146.7% | +81.3% |
| 10Y | +249.7% | +556.5% | -306.7% | +134.8% |
| All | +16,116.0% | +35,206.2% | -19,090.2% | +7,212.3% |
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