+75.8%
XOP vs CASY
+250.1%
-174.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -14.7% | +1.1% | -15.8% | -14.9% |
| 30D | -7.7% | +8.7% | -16.4% | -9.0% |
| 3M | +4.4% | -17.3% | +21.8% | +7.5% |
| 6M | +3.5% | -19.7% | +23.3% | +6.8% |
| YTD | +39.4% | +24.8% | +14.6% | +31.4% |
| 1Y | +39.8% | +31.9% | +7.9% | +30.0% |
| 3Y | +29.7% | +155.4% | -125.7% | -0.1% |
| All | +75.8% | +250.1% | -174.4% | +24.2% |
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