+167.7%
XLB vs CASY
+551.3%
-383.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -1.4% | +3.6% | -4.9% | -2.3% |
| 30D | +7.1% | +7.2% | -0.1% | +4.9% |
| 3M | +0.6% | -16.9% | +17.5% | +5.3% |
| 6M | +3.5% | -19.3% | +22.8% | +8.1% |
| YTD | +18.2% | +25.6% | -7.4% | +6.4% |
| 1Y | +25.6% | +30.2% | -4.5% | +11.5% |
| 3Y | +46.7% | +154.9% | -108.2% | +0.2% |
| 5Y | +30.9% | +252.1% | -221.2% | -22.4% |
| 10Y | +167.7% | +535.8% | -368.1% | +31.1% |
| All | +167.7% | +551.3% | -383.6% | +31.1% |
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 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