+205.4%
XOM vs CASY
+555.0%
-349.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.8% | +3.6% | -0.7% | +2.0% |
| 30D | -3.6% | +9.1% | -12.7% | -5.6% |
| 3M | +8.2% | -16.5% | +24.8% | +12.2% |
| 6M | +14.0% | -19.7% | +33.8% | +18.7% |
| YTD | +44.6% | +29.3% | +15.3% | +32.8% |
| 1Y | +47.8% | +33.1% | +14.6% | +34.4% |
| 3Y | +79.6% | +158.5% | -79.0% | +31.7% |
| 5Y | +214.3% | +266.7% | -52.4% | +101.5% |
| All | +205.4% | +555.0% | -349.6% | +64.1% |
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