+117.6%
ORLY vs CASY
+290.4%
-172.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | -2.3% | -4.4% | +2.0% | -1.2% |
| 30D | -8.2% | -12.0% | +3.9% | -5.2% |
| 3M | -3.5% | -2.3% | -1.2% | -4.0% |
| 6M | -9.2% | +10.5% | -19.7% | -13.1% |
| YTD | -5.8% | +33.0% | -38.9% | -14.8% |
| 1Y | -19.3% | +41.1% | -60.4% | -28.3% |
| 3Y | +34.4% | +207.5% | -173.1% | -9.4% |
| All | +117.6% | +290.4% | -172.9% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling