+1,067.6%
PSX vs CASY
+1,305.0%
-237.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -13.1% | +1.1% | -14.2% | -13.4% |
| 30D | -9.5% | +8.7% | -18.2% | -11.9% |
| 3M | +20.2% | -17.3% | +37.5% | +26.1% |
| 6M | +44.9% | -19.7% | +64.6% | +52.3% |
| YTD | +94.4% | +24.8% | +69.6% | +77.0% |
| 1Y | +83.1% | +31.9% | +51.2% | +63.3% |
| 3Y | +132.2% | +155.4% | -23.2% | +60.5% |
| 5Y | +278.8% | +250.6% | +28.3% | +127.1% |
| 10Y | +354.2% | +556.8% | -202.7% | +125.2% |
| All | +1,067.6% | +1,305.0% | -237.4% | +363.0% |
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