-65.6%
XE vs CASY
-15.3%
-50.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.4% | -9.9% | -8.3% |
| 7D | -12.9% | +0.8% | -13.7% | -12.8% |
| 30D | -30.3% | +9.4% | -39.7% | -29.9% |
| 3M | -45.9% | -20.6% | -25.3% | -48.5% |
| 6M | -66.2% | -20.7% | -45.5% | -63.4% |
| All | -65.6% | -15.3% | -50.3% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling