+127.5%
XLC vs CASY
+625.4%
-497.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -5.8% | +8.7% | -14.5% | -7.8% |
| 3M | -5.4% | -17.3% | +11.9% | -1.6% |
| 6M | -10.2% | -19.7% | +9.6% | -6.6% |
| YTD | -10.2% | +24.8% | -35.0% | -18.0% |
| 1Y | -5.6% | +31.9% | -37.5% | -15.4% |
| 3Y | +61.0% | +155.4% | -94.4% | +15.6% |
| 5Y | +35.2% | +250.6% | -215.3% | -14.5% |
| All | +127.5% | +625.4% | -497.9% | +14.3% |
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