+10.2%
ORCL vs CASY
+154.1%
-143.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | +1.1% | -12.2% | -11.3% |
| 30D | -18.8% | +8.7% | -27.5% | -20.1% |
| 3M | -18.8% | -17.3% | -1.5% | -16.5% |
| 6M | -39.7% | -19.7% | -20.0% | -37.7% |
| YTD | -39.6% | +24.8% | -64.5% | -46.9% |
| 1Y | -51.7% | +31.9% | -83.6% | -58.6% |
| 3Y | +10.2% | +155.4% | -145.2% | -31.8% |
| All | +10.2% | +154.1% | -143.8% | -31.8% |
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