+346.9%
ORCL vs CASY
+505.6%
-158.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | -11.3% | +21.3% | +13.5% |
| 3M | -32.6% | -0.6% | -31.9% | -33.6% |
| 6M | +4.9% | +10.7% | -5.8% | -0.9% |
| YTD | -17.8% | +37.1% | -54.9% | -27.9% |
| 1Y | -28.0% | +52.3% | -80.3% | -39.4% |
| 3Y | +36.0% | +215.2% | -179.2% | -12.3% |
| 5Y | +88.7% | +276.5% | -187.8% | +12.5% |
| All | +346.9% | +505.6% | -158.7% | +123.6% |
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