-13.1%
SLB vs CASY
+555.0%
-568.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +3.5% | +3.6% | 0.0% | +2.4% |
| 30D | +6.5% | +9.1% | -2.5% | +3.5% |
| 3M | -0.2% | -16.5% | +16.3% | +4.7% |
| 6M | -5.7% | -19.7% | +14.0% | -0.8% |
| YTD | +36.8% | +29.3% | +7.6% | +21.3% |
| 1Y | +45.8% | +33.1% | +12.7% | +27.4% |
| 3Y | +3.4% | +158.5% | -155.2% | -31.8% |
| 5Y | +76.1% | +266.7% | -190.6% | -2.2% |
| All | -13.1% | +555.0% | -568.1% | -61.1% |
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