-4.5%
SLB vs CASY
+154.1%
-158.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -7.1% | +1.1% | -8.2% | -7.2% |
| 30D | +4.1% | +8.7% | -4.6% | +3.0% |
| 3M | -2.6% | -17.3% | +14.7% | -0.3% |
| 6M | -8.6% | -19.7% | +11.2% | -6.0% |
| YTD | +32.2% | +24.8% | +7.4% | +24.8% |
| 1Y | +40.7% | +31.9% | +8.8% | +31.2% |
| 3Y | -4.5% | +155.4% | -159.9% | -16.9% |
| All | -4.5% | +154.1% | -158.6% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling