+82.5%
XOP vs CASY
+3,483.0%
-3,400.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +15.4% | -11.3% | +26.8% | +20.6% |
| 3M | +12.1% | -0.6% | +12.7% | +10.9% |
| 6M | +19.7% | +10.7% | +9.0% | +12.7% |
| YTD | +52.4% | +37.1% | +15.3% | +31.5% |
| 1Y | +47.6% | +52.3% | -4.7% | +21.2% |
| 3Y | +34.4% | +215.2% | -180.8% | -21.5% |
| 5Y | +154.4% | +276.5% | -122.1% | +35.3% |
| 10Y | +54.7% | +508.4% | -453.7% | -35.2% |
| All | +82.5% | +3,483.0% | -3,400.5% | -67.1% |
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 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