+38.9%
ORLY vs CASY
+161.8%
-122.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.6% | +3.6% | -1.0% | +1.9% |
| 30D | +6.3% | +9.1% | -2.7% | +4.7% |
| 3M | -0.4% | -16.5% | +16.1% | +2.4% |
| 6M | +2.8% | -19.7% | +22.5% | +6.4% |
| YTD | +1.1% | +29.3% | -28.2% | -6.0% |
| 1Y | -6.3% | +33.1% | -39.4% | -13.4% |
| 3Y | +38.9% | +158.5% | -119.7% | +17.1% |
| All | +38.9% | +161.8% | -122.9% | +17.1% |
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