+191.3%
XOM vs CASY
+468.0%
-276.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.2% | +16.5% | +5.4% |
| 7D | 0.0% | -16.5% | +16.6% | +3.8% |
| 30D | +3.4% | -26.4% | +29.8% | +10.5% |
| 3M | +11.0% | -17.3% | +28.3% | +14.7% |
| 6M | +10.6% | -5.2% | +15.8% | +9.9% |
| YTD | +39.2% | +14.1% | +25.1% | +31.7% |
| 1Y | +52.7% | +16.6% | +36.1% | +43.3% |
| 3Y | +56.8% | +163.7% | -106.9% | +13.0% |
| 5Y | +261.8% | +231.3% | +30.5% | +137.0% |
| 10Y | +191.3% | +462.9% | -271.6% | +62.3% |
| All | +191.3% | +468.0% | -276.7% | +62.3% |
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