+169.1%
XLB vs CASY
+553.2%
-384.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +6.1% | +8.7% | -2.6% | +3.5% |
| 3M | 0.0% | -17.3% | +17.3% | +4.9% |
| 6M | 0.0% | -19.7% | +19.7% | +4.5% |
| YTD | +16.0% | +24.8% | -8.8% | +4.6% |
| 1Y | +24.7% | +31.9% | -7.2% | +10.2% |
| 3Y | +40.4% | +155.4% | -115.0% | -4.2% |
| 5Y | +30.7% | +250.6% | -219.9% | -22.4% |
| All | +169.1% | +553.2% | -384.0% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling