+2,623.6%
SHEL vs CASY
+33,247.3%
-30,623.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -5.8% | +3.6% | -9.4% | -6.3% |
| 30D | -1.3% | +7.2% | -8.5% | -2.4% |
| 3M | +12.7% | -16.9% | +29.6% | +15.6% |
| 6M | +19.9% | -19.3% | +39.2% | +23.0% |
| YTD | +38.3% | +25.6% | +12.6% | +31.7% |
| 1Y | +35.7% | +30.2% | +5.5% | +28.4% |
| 3Y | +71.7% | +154.9% | -83.2% | +43.7% |
| 5Y | +158.4% | +252.1% | -93.7% | +103.0% |
| 10Y | +204.1% | +535.8% | -331.8% | +114.9% |
| All | +2,623.6% | +33,247.3% | -30,623.8% | +1,256.2% |
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