+207.3%
SHEL vs CASY
+468.0%
-260.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.2% | +14.5% | +3.2% |
| 7D | +3.0% | -16.5% | +19.5% | +6.6% |
| 30D | +7.2% | -26.4% | +33.6% | +13.8% |
| 3M | +12.9% | -17.3% | +30.2% | +16.3% |
| 6M | +13.7% | -5.2% | +18.9% | +13.2% |
| YTD | +33.7% | +14.1% | +19.6% | +27.3% |
| 1Y | +37.9% | +16.6% | +21.3% | +30.2% |
| 3Y | +70.2% | +163.7% | -93.5% | +27.3% |
| 5Y | +192.3% | +231.3% | -39.0% | +100.7% |
| 10Y | +207.3% | +462.9% | -255.6% | +86.7% |
| All | +207.3% | +468.0% | -260.7% | +86.7% |
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