+199.0%
VLO vs CASY
+154.1%
+45.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -13.3% | +1.1% | -14.4% | -13.4% |
| 30D | -18.3% | +8.7% | -27.0% | -19.0% |
| 3M | +14.3% | -17.3% | +31.7% | +16.5% |
| 6M | +47.6% | -19.7% | +67.4% | +50.6% |
| YTD | +116.0% | +24.8% | +91.1% | +110.1% |
| 1Y | +101.0% | +31.9% | +69.1% | +94.3% |
| 3Y | +199.0% | +155.4% | +43.6% | +170.0% |
| All | +199.0% | +154.1% | +45.0% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling