-4.1%
XLC vs CASY
+30.1%
-34.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +7.1% | +3.6% | +3.5% | +7.2% |
| 30D | -2.7% | +7.2% | -9.9% | -2.6% |
| 3M | -3.2% | -16.9% | +13.7% | -3.4% |
| 6M | -7.7% | -19.3% | +11.7% | -7.4% |
| YTD | -8.0% | +25.6% | -33.6% | -8.7% |
| All | -4.1% | +30.1% | -34.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling