+187.6%
XHB vs CASY
+3,277.3%
-3,089.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +1.3% | +3.6% | -2.3% | -0.1% |
| 30D | +11.8% | +7.2% | +4.6% | +8.5% |
| 3M | -3.8% | -16.9% | +13.1% | +2.6% |
| 6M | +4.1% | -19.3% | +23.4% | +9.9% |
| YTD | +4.0% | +25.6% | -21.7% | -10.0% |
| 1Y | +1.6% | +30.2% | -28.6% | -13.7% |
| 3Y | +43.2% | +154.9% | -111.7% | -13.0% |
| 5Y | +35.8% | +252.1% | -216.3% | -30.1% |
| 10Y | +259.3% | +535.8% | -276.6% | +34.5% |
| All | +187.6% | +3,277.3% | -3,089.7% | -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 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