+190.2%
SHEL vs CASY
+274.3%
-84.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.8% |
| 7D | +1.9% | -4.4% | +6.3% | +2.3% |
| 30D | +8.7% | -12.0% | +20.7% | +9.8% |
| 3M | +11.0% | -2.3% | +13.3% | +11.1% |
| 6M | +14.6% | +10.5% | +4.0% | +13.3% |
| YTD | +33.3% | +33.0% | +0.3% | +29.5% |
| 1Y | +37.9% | +41.1% | -3.3% | +32.9% |
| 3Y | +69.7% | +207.5% | -137.8% | +50.0% |
| 5Y | +190.2% | +290.7% | -100.6% | +154.9% |
| All | +190.2% | +274.3% | -84.2% | +154.9% |
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