+197.5%
SHEL vs CASY
+539.5%
-342.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -6.7% | +5.0% | -11.6% | -7.6% |
| 30D | -2.9% | +8.2% | -11.1% | -4.5% |
| 3M | +9.1% | -18.2% | +27.3% | +13.2% |
| 6M | +17.9% | -18.6% | +36.5% | +21.8% |
| YTD | +36.0% | +26.8% | +9.2% | +26.5% |
| 1Y | +31.8% | +31.6% | +0.2% | +21.3% |
| 3Y | +66.9% | +156.5% | -89.6% | +26.8% |
| 5Y | +160.6% | +258.6% | -98.1% | +76.1% |
| 10Y | +197.5% | +550.3% | -352.7% | +79.8% |
| All | +197.5% | +539.5% | -342.0% | +79.8% |
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 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