+9.3%
ORCL vs CASY
+154.8%
-145.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.2% |
| 7D | -17.5% | +1.8% | -19.3% | -17.7% |
| 30D | -20.2% | +11.2% | -31.3% | -21.7% |
| 3M | -19.9% | -19.1% | -0.9% | -17.4% |
| 6M | -37.4% | -19.9% | -17.5% | -35.2% |
| YTD | -40.1% | +25.2% | -65.3% | -47.3% |
| 1Y | -53.4% | +31.6% | -85.0% | -60.0% |
| All | +9.3% | +154.8% | -145.4% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling