-20.4%
ORLY vs CASY
+14.3%
-34.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | -2.4% | -18.6% | +16.2% | +0.2% |
| 30D | -6.8% | -26.6% | +19.9% | -2.8% |
| 3M | -4.8% | -32.8% | +28.0% | +0.8% |
| 6M | -9.1% | -10.0% | +0.9% | -10.7% |
| YTD | -5.9% | +11.6% | -17.5% | -13.8% |
| 1Y | -20.4% | +11.5% | -31.9% | -28.0% |
| All | -20.4% | +14.3% | -34.7% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling