+141.4%
XLC vs CASY
+673.1%
-531.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.3% |
| 7D | +0.6% | -4.4% | +4.9% | +1.7% |
| 30D | +0.2% | -12.0% | +12.3% | +3.3% |
| 3M | +0.6% | -2.3% | +3.0% | -0.1% |
| 6M | -4.5% | +10.5% | -15.0% | -8.8% |
| YTD | -4.7% | +33.0% | -37.7% | -13.9% |
| 1Y | -1.7% | +41.1% | -42.8% | -13.0% |
| 3Y | +72.3% | +207.5% | -135.2% | +17.1% |
| 5Y | +37.8% | +290.7% | -253.0% | -15.2% |
| All | +141.4% | +673.1% | -531.7% | +19.9% |
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