-2.3%
OXY vs CASY
+209.8%
-212.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.2% |
| 7D | -0.5% | -4.4% | +3.9% | -0.2% |
| 30D | +8.5% | -12.0% | +20.5% | +9.4% |
| 3M | +6.0% | -2.3% | +8.3% | +6.3% |
| 6M | +13.0% | +10.5% | +2.4% | +12.2% |
| YTD | +48.9% | +33.0% | +15.9% | +45.5% |
| 1Y | +36.4% | +41.1% | -4.7% | +32.4% |
| 3Y | -2.3% | +207.5% | -209.8% | -17.7% |
| All | -2.3% | +209.8% | -212.1% | -17.7% |
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 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