+357.1%
PSX vs CASY
+565.2%
-208.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +0.9% | +2.5% |
| 7D | -0.4% | +5.8% | -6.2% | -2.2% |
| 30D | -8.1% | +10.7% | -18.8% | -11.2% |
| 3M | +15.9% | -13.9% | +29.8% | +20.7% |
| 6M | +49.4% | -18.4% | +67.8% | +57.0% |
| YTD | +104.7% | +29.6% | +75.0% | +81.9% |
| 1Y | +89.1% | +32.8% | +56.3% | +66.1% |
| 3Y | +151.7% | +162.3% | -10.5% | +63.2% |
| 5Y | +298.3% | +265.0% | +33.3% | +114.9% |
| 10Y | +357.1% | +555.4% | -198.3% | +99.8% |
| All | +357.1% | +565.2% | -208.1% | +99.8% |
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