+37.0%
ORLY vs CASY
+163.7%
-126.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.5% | +2.5% |
| 7D | -1.0% | -16.5% | +15.5% | +1.7% |
| 30D | -6.7% | -26.4% | +19.7% | -2.0% |
| 3M | -3.8% | -17.3% | +13.5% | -1.7% |
| 6M | -9.0% | -5.2% | -3.8% | -9.6% |
| YTD | -5.6% | +14.1% | -19.7% | -9.7% |
| 1Y | -19.5% | +16.6% | -36.1% | -23.4% |
| All | +37.0% | +163.7% | -126.7% | +21.6% |
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 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