+133.6%
XLC vs CASY
+645.5%
-511.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +3.1% | +2.5% | +0.6% | +2.5% |
| 30D | -4.2% | +10.2% | -14.4% | -6.5% |
| 3M | -2.1% | -15.7% | +13.6% | +1.4% |
| 6M | -6.6% | -18.4% | +11.8% | -3.2% |
| YTD | -7.8% | +28.3% | -36.1% | -16.4% |
| 1Y | -4.1% | +32.6% | -36.6% | -14.0% |
| 3Y | +62.6% | +159.5% | -96.9% | +16.4% |
| 5Y | +39.6% | +263.9% | -224.3% | -12.6% |
| All | +133.6% | +645.5% | -511.9% | +16.5% |
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