+4,543.5%
XOM vs CASY
+33,946.0%
-29,402.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.3% |
| 30D | -2.5% | +10.2% | -12.7% | -4.1% |
| 3M | +7.0% | -15.7% | +22.7% | +9.5% |
| 6M | +14.2% | -18.4% | +32.6% | +17.0% |
| YTD | +43.9% | +28.3% | +15.6% | +36.5% |
| 1Y | +47.9% | +32.6% | +15.3% | +39.3% |
| 3Y | +80.6% | +159.5% | -78.9% | +50.1% |
| 5Y | +212.8% | +263.9% | -51.1% | +143.1% |
| 10Y | +202.6% | +548.5% | -345.9% | +112.3% |
| All | +4,543.5% | +33,946.0% | -29,402.5% | +2,168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling