+142.5%
XLC vs CASY
+696.9%
-554.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +1.0% | -11.3% | +12.4% | +3.9% |
| 3M | -0.7% | -0.6% | -0.1% | -1.8% |
| 6M | -5.1% | +10.7% | -15.9% | -9.4% |
| YTD | -4.3% | +37.1% | -41.4% | -14.2% |
| 1Y | -0.6% | +52.3% | -52.9% | -13.8% |
| 3Y | +72.7% | +215.2% | -142.5% | +16.8% |
| 5Y | +38.0% | +276.5% | -238.5% | -13.7% |
| All | +142.5% | +696.9% | -554.4% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling