+160.6%
OXY vs CASY
+274.3%
-113.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | +8.5% | -12.0% | +20.5% | +10.5% |
| 3M | +6.0% | -2.3% | +8.3% | +6.1% |
| 6M | +13.0% | +10.5% | +2.4% | +10.2% |
| YTD | +48.9% | +33.0% | +15.9% | +40.2% |
| 1Y | +36.4% | +41.1% | -4.7% | +26.5% |
| 3Y | -2.3% | +207.5% | -209.8% | -28.6% |
| 5Y | +160.6% | +290.7% | -130.1% | +75.3% |
| All | +160.6% | +274.3% | -113.7% | +75.3% |
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