+40.7%
XLC vs CASY
+266.7%
-226.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.7% | +3.6% | +0.2% | +3.2% |
| 30D | -1.9% | +9.1% | -11.0% | -3.3% |
| 3M | -3.1% | -16.5% | +13.4% | -0.4% |
| 6M | -6.4% | -19.7% | +13.3% | -3.3% |
| YTD | -6.8% | +29.3% | -36.1% | -13.9% |
| 1Y | -1.7% | +33.1% | -34.8% | -10.0% |
| 3Y | +64.7% | +158.5% | -93.8% | +26.2% |
| All | +40.7% | +266.7% | -226.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling