+958.5%
SLB vs CASY
+36,294.0%
-35,335.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +15.8% | -11.3% | +27.2% | +18.8% |
| 3M | -0.3% | -0.6% | +0.3% | -1.2% |
| 6M | +21.3% | +10.7% | +10.6% | +17.3% |
| YTD | +52.3% | +37.1% | +15.2% | +40.1% |
| 1Y | +63.6% | +52.3% | +11.3% | +46.4% |
| 3Y | +3.8% | +215.2% | -211.4% | -22.8% |
| 5Y | +128.6% | +276.5% | -147.8% | +61.6% |
| 10Y | -3.1% | +508.4% | -511.4% | -39.1% |
| All | +958.5% | +36,294.0% | -35,335.5% | +265.3% |
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