+177.7%
XHB vs CASY
+3,255.4%
-3,077.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +7.8% | +8.7% | -0.9% | +4.0% |
| 3M | -5.5% | -17.3% | +11.8% | +1.1% |
| 6M | -2.6% | -19.7% | +17.1% | +3.0% |
| YTD | +0.4% | +24.8% | -24.5% | -12.9% |
| 1Y | -1.0% | +31.9% | -32.9% | -16.4% |
| 3Y | +37.3% | +155.4% | -118.1% | -16.7% |
| 5Y | +33.7% | +250.6% | -216.9% | -31.1% |
| 10Y | +256.9% | +556.8% | -299.9% | +31.5% |
| All | +177.7% | +3,255.4% | -3,077.7% | -59.5% |
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