+154.0%
XEL vs CASY
+468.0%
-314.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +2.2% |
| 7D | +0.9% | -16.5% | +17.4% | +4.6% |
| 30D | -0.9% | -26.4% | +25.5% | +5.5% |
| 3M | -1.4% | -17.3% | +15.9% | +1.4% |
| 6M | -5.8% | -5.2% | -0.6% | -6.4% |
| YTD | +4.7% | +14.1% | -9.4% | -0.6% |
| 1Y | +9.1% | +16.6% | -7.6% | +2.7% |
| 3Y | +47.8% | +163.7% | -115.9% | +10.5% |
| 5Y | +29.0% | +231.3% | -202.3% | -10.8% |
| 10Y | +154.0% | +462.9% | -308.9% | +58.1% |
| All | +154.0% | +468.0% | -314.0% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling