-62.4%
XE vs CASY
-12.3%
-50.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.6% |
| 7D | -0.1% | +5.0% | -5.1% | +0.5% |
| 30D | -20.0% | +8.2% | -28.2% | -19.4% |
| 3M | -46.9% | -18.2% | -28.7% | -49.4% |
| 6M | -63.7% | -18.6% | -45.1% | -60.2% |
| All | -62.4% | -12.3% | -50.1% | -61.3% |
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