+73.6%
SLB vs CASY
+265.4%
-191.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.8% |
| 7D | -1.2% | +5.8% | -7.0% | -1.9% |
| 30D | +4.5% | +10.7% | -6.2% | +3.0% |
| 3M | -4.6% | -13.9% | +9.3% | -2.7% |
| 6M | -6.3% | -18.4% | +12.2% | -3.8% |
| YTD | +35.0% | +29.6% | +5.3% | +27.1% |
| 1Y | +38.8% | +32.8% | +6.0% | +30.0% |
| 3Y | +3.3% | +162.3% | -159.0% | -14.6% |
| 5Y | +73.6% | +265.0% | -191.4% | +44.7% |
| All | +73.6% | +265.4% | -191.8% | +44.7% |
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