+868.5%
VLO vs CASY
+569.1%
+299.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +22.6% | -11.3% | +33.9% | +28.2% |
| 3M | +43.8% | -0.6% | +44.4% | +42.4% |
| 6M | +65.7% | +10.7% | +55.0% | +55.7% |
| YTD | +131.1% | +37.1% | +94.0% | +98.2% |
| 1Y | +143.6% | +52.3% | +91.3% | +98.5% |
| 3Y | +201.4% | +215.2% | -13.8% | +65.0% |
| 5Y | +568.9% | +276.5% | +292.4% | +222.9% |
| All | +868.5% | +569.1% | +299.4% | +273.3% |
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 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