+1,890.4%
XEL vs CASY
+36,294.0%
-34,403.7%
-80.6%
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% | -0.8% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | -11.3% | +9.4% | -0.4% |
| 3M | -1.9% | -0.6% | -1.3% | -2.3% |
| 6M | -7.4% | +10.7% | -18.2% | -9.3% |
| YTD | +4.1% | +37.1% | -33.1% | -1.1% |
| 1Y | +8.0% | +52.3% | -44.2% | +1.1% |
| 3Y | +48.4% | +215.2% | -166.8% | +24.3% |
| 5Y | +27.2% | +276.5% | -249.3% | +3.4% |
| 10Y | +146.8% | +508.4% | -361.6% | +86.0% |
| All | +1,890.4% | +36,294.0% | -34,403.7% | +889.6% |
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