+30.1%
XEL vs CASY
+274.3%
-244.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.0% |
| 7D | +1.3% | -4.4% | +5.7% | +1.9% |
| 30D | -1.5% | -12.0% | +10.5% | +0.2% |
| 3M | -0.2% | -2.3% | +2.1% | -0.6% |
| 6M | -5.4% | +10.5% | -16.0% | -7.8% |
| YTD | +5.6% | +33.0% | -27.4% | -0.3% |
| 1Y | +10.5% | +41.1% | -30.7% | +3.0% |
| 3Y | +49.2% | +207.5% | -158.3% | +18.7% |
| 5Y | +30.1% | +290.7% | -260.6% | -2.1% |
| All | +30.1% | +274.3% | -244.2% | -2.1% |
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 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