+4.8%
OXY vs CASY
-17.3%
+22.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -0.2% | +5.8% | -6.0% | -0.6% |
| 30D | -6.4% | +10.7% | -17.1% | -7.1% |
| 3M | -2.6% | -13.9% | +11.2% | -1.1% |
| 6M | +4.8% | -18.4% | +23.2% | +2.0% |
| All | +4.8% | -17.3% | +22.1% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling