+743.6%
VLO vs CASY
+551.3%
+192.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -6.5% | +3.6% | -10.1% | -7.7% |
| 30D | -17.8% | +7.2% | -25.0% | -20.0% |
| 3M | +19.6% | -16.9% | +36.5% | +26.9% |
| 6M | +49.3% | -19.3% | +68.6% | +58.7% |
| YTD | +122.4% | +25.6% | +96.7% | +95.2% |
| 1Y | +107.4% | +30.2% | +77.3% | +78.8% |
| 3Y | +223.1% | +154.9% | +68.2% | +94.3% |
| 5Y | +432.2% | +252.1% | +180.1% | +160.1% |
| 10Y | +743.6% | +535.8% | +207.8% | +227.5% |
| All | +743.6% | +551.3% | +192.3% | +227.5% |
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