+244.8%
ORCL vs CASY
+553.2%
-308.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | +1.1% | -12.2% | -11.4% |
| 30D | -18.8% | +8.7% | -27.5% | -20.9% |
| 3M | -18.8% | -17.3% | -1.5% | -15.2% |
| 6M | -39.7% | -19.7% | -20.0% | -37.4% |
| YTD | -39.6% | +24.8% | -64.5% | -46.2% |
| 1Y | -51.7% | +31.9% | -83.6% | -57.9% |
| 3Y | +10.2% | +155.4% | -145.2% | -24.8% |
| 5Y | +30.8% | +250.6% | -219.7% | -21.8% |
| All | +244.8% | +553.2% | -308.4% | +71.7% |
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