+178.7%
XHB vs CASY
+3,585.9%
-3,407.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -6.9% | -11.3% | +4.5% | -2.4% |
| 3M | -1.3% | -0.6% | -0.6% | -3.6% |
| 6M | -6.8% | +10.7% | -17.5% | -13.6% |
| YTD | +0.7% | +37.1% | -36.4% | -15.1% |
| 1Y | -11.2% | +52.3% | -63.5% | -29.0% |
| 3Y | +25.3% | +215.2% | -189.9% | -30.4% |
| 5Y | +37.3% | +276.5% | -239.2% | -30.7% |
| 10Y | +211.5% | +508.4% | -296.8% | +20.1% |
| All | +178.7% | +3,585.9% | -3,407.2% | -60.5% |
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