+358.2%
PSX vs CASY
+550.0%
-191.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | +6.4% | +2.5% | +3.9% | +5.6% |
| 30D | -10.2% | +10.2% | -20.4% | -13.1% |
| 3M | +17.2% | -15.7% | +32.9% | +22.8% |
| 6M | +51.8% | -18.4% | +70.1% | +59.4% |
| YTD | +108.0% | +28.3% | +79.7% | +85.5% |
| 1Y | +96.1% | +32.6% | +63.6% | +72.3% |
| 3Y | +155.9% | +159.5% | -3.6% | +66.4% |
| 5Y | +306.9% | +263.9% | +43.0% | +119.4% |
| All | +358.2% | +550.0% | -191.8% | +101.4% |
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