+17.3%
OXY vs CASY
+555.0%
-537.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +4.2% | +3.6% | +0.6% | +3.0% |
| 30D | -4.3% | +9.1% | -13.4% | -7.1% |
| 3M | +2.3% | -16.5% | +18.8% | +7.6% |
| 6M | +5.5% | -19.7% | +25.2% | +11.6% |
| YTD | +44.9% | +29.3% | +15.6% | +27.4% |
| 1Y | +42.6% | +33.1% | +9.5% | +23.6% |
| 3Y | +0.7% | +158.5% | -157.8% | -37.1% |
| 5Y | +96.9% | +266.7% | -169.8% | +0.6% |
| All | +17.3% | +555.0% | -537.7% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling