+201.3%
XOM vs CASY
+254.7%
-53.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -7.3% | +5.0% | -12.3% | -7.6% |
| 30D | -2.6% | +8.2% | -10.8% | -3.2% |
| 3M | +3.6% | -18.2% | +21.8% | +5.1% |
| 6M | +15.3% | -18.6% | +33.9% | +16.8% |
| YTD | +39.4% | +26.8% | +12.6% | +36.0% |
| 1Y | +43.2% | +31.6% | +11.6% | +39.0% |
| 3Y | +74.9% | +156.5% | -81.6% | +58.2% |
| 5Y | +201.3% | +258.6% | -57.4% | +175.0% |
| All | +201.3% | +254.7% | -53.4% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling