-74.0%
USO vs CASY
+3,667.4%
-3,741.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | -10.6% | +5.0% | -15.5% | -11.0% |
| 30D | -4.6% | +8.2% | -12.7% | -5.4% |
| 3M | +12.3% | -18.2% | +30.5% | +14.4% |
| 6M | +5.9% | -18.6% | +24.5% | +7.8% |
| YTD | +104.5% | +26.8% | +77.7% | +98.1% |
| 1Y | +97.3% | +31.6% | +65.7% | +90.2% |
| 3Y | +97.0% | +156.5% | -59.5% | +74.0% |
| 5Y | +151.2% | +258.6% | -107.5% | +111.0% |
| 10Y | +76.1% | +550.3% | -474.2% | +34.1% |
| All | -74.0% | +3,667.4% | -3,741.4% | -84.8% |
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