+1,129.2%
PSX vs CASY
+1,359.0%
-229.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +0.9% | +2.5% |
| 7D | -0.4% | +5.8% | -6.2% | -2.0% |
| 30D | -8.1% | +10.7% | -18.8% | -10.9% |
| 3M | +15.9% | -13.9% | +29.8% | +20.3% |
| 6M | +49.4% | -18.4% | +67.8% | +56.3% |
| YTD | +104.7% | +29.6% | +75.0% | +84.3% |
| 1Y | +89.1% | +32.8% | +56.3% | +68.5% |
| 3Y | +151.7% | +162.3% | -10.5% | +72.9% |
| 5Y | +298.3% | +265.0% | +33.3% | +136.0% |
| 10Y | +357.1% | +555.4% | -198.3% | +126.2% |
| All | +1,129.2% | +1,359.0% | -229.9% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling