+270.3%
ORCL vs CASY
+555.0%
-284.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +8.0% | +3.6% | +4.4% | +7.0% |
| 30D | -4.0% | +9.1% | -13.0% | -6.4% |
| 3M | -19.5% | -16.5% | -2.9% | -16.1% |
| 6M | -33.5% | -19.7% | -13.8% | -30.7% |
| YTD | -34.8% | +29.3% | -64.1% | -42.5% |
| 1Y | -41.6% | +33.1% | -74.7% | -49.1% |
| 3Y | +13.8% | +158.5% | -144.8% | -22.5% |
| 5Y | +43.4% | +266.7% | -223.3% | -15.5% |
| All | +270.3% | +555.0% | -284.8% | +82.0% |
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