+345.8%
PSX vs CASY
+551.3%
-205.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | -8.0% | +3.6% | -11.6% | -9.1% |
| 30D | -9.0% | +7.2% | -16.2% | -11.2% |
| 3M | +24.7% | -16.9% | +41.7% | +31.3% |
| 6M | +49.3% | -19.3% | +68.7% | +57.4% |
| YTD | +100.2% | +25.6% | +74.5% | +79.7% |
| 1Y | +88.8% | +30.2% | +58.7% | +66.8% |
| 3Y | +152.5% | +154.9% | -2.4% | +65.2% |
| 5Y | +283.2% | +252.1% | +31.1% | +109.6% |
| 10Y | +345.8% | +535.8% | -190.0% | +97.7% |
| All | +345.8% | +551.3% | -205.5% | +97.7% |
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 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