+251.6%
ORCL vs CASY
+551.3%
-299.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +0.5% | +3.6% | -3.1% | -0.5% |
| 30D | -15.3% | +7.2% | -22.5% | -17.1% |
| 3M | -18.2% | -16.9% | -1.3% | -14.7% |
| 6M | -38.4% | -19.3% | -19.1% | -36.1% |
| YTD | -37.7% | +25.6% | -63.4% | -44.6% |
| 1Y | -49.3% | +30.2% | -79.4% | -55.5% |
| 3Y | +10.6% | +154.9% | -144.2% | -24.4% |
| 5Y | +35.5% | +252.1% | -216.6% | -19.1% |
| 10Y | +251.6% | +535.8% | -284.2% | +74.4% |
| All | +251.6% | +551.3% | -299.7% | +74.4% |
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