+2,460.3%
SHEL vs CASY
+36,294.0%
-33,833.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +6.8% | -11.3% | +18.2% | +8.8% |
| 3M | +8.1% | -0.6% | +8.8% | +7.7% |
| 6M | +14.4% | +10.7% | +3.7% | +11.8% |
| YTD | +30.0% | +37.1% | -7.2% | +22.5% |
| 1Y | +33.3% | +52.3% | -19.0% | +23.3% |
| 3Y | +66.4% | +215.2% | -148.7% | +34.8% |
| 5Y | +178.6% | +276.5% | -97.9% | +117.1% |
| 10Y | +198.4% | +508.4% | -309.9% | +112.5% |
| All | +2,460.3% | +36,294.0% | -33,833.8% | +1,161.6% |
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