+820.5%
XLB vs CASY
+7,033.0%
-6,212.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -0.4% | -11.3% | +11.0% | +2.7% |
| 3M | +2.0% | -0.6% | +2.6% | +0.8% |
| 6M | +1.8% | +10.7% | -8.9% | -2.6% |
| YTD | +16.6% | +37.1% | -20.5% | +5.0% |
| 1Y | +16.9% | +52.3% | -35.4% | +2.0% |
| 3Y | +32.6% | +215.2% | -182.6% | -7.7% |
| 5Y | +35.6% | +276.5% | -240.8% | -11.1% |
| 10Y | +160.0% | +508.4% | -348.3% | +45.5% |
| All | +820.5% | +7,033.0% | -6,212.4% | +145.4% |
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