+16.6%
OXY vs CASY
+550.0%
-533.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.4% |
| 7D | +3.6% | +2.5% | +1.1% | +2.8% |
| 30D | -5.3% | +10.2% | -15.5% | -8.4% |
| 3M | +0.2% | -15.7% | +15.9% | +5.1% |
| 6M | +4.7% | -18.4% | +23.1% | +10.1% |
| YTD | +44.0% | +28.3% | +15.7% | +27.0% |
| 1Y | +42.1% | +32.6% | +9.5% | +23.3% |
| 3Y | +1.2% | +159.5% | -158.3% | -37.0% |
| 5Y | +95.7% | +263.9% | -168.2% | +0.2% |
| All | +16.6% | +550.0% | -533.4% | -49.2% |
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