+302.5%
PSX vs CASY
+266.7%
+35.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +7.8% | +3.6% | +4.3% | +7.4% |
| 30D | -10.9% | +9.1% | -19.9% | -11.8% |
| 3M | +14.5% | -16.5% | +31.0% | +16.7% |
| 6M | +56.1% | -19.7% | +75.8% | +59.5% |
| YTD | +109.6% | +29.3% | +80.3% | +102.1% |
| 1Y | +95.5% | +33.1% | +62.4% | +87.6% |
| 3Y | +156.2% | +158.5% | -2.3% | +124.2% |
| All | +302.5% | +266.7% | +35.9% | +244.8% |
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 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