+163.9%
XLE vs CASY
+539.5%
-375.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -6.7% | +5.0% | -11.7% | -8.0% |
| 30D | -4.4% | +8.2% | -12.6% | -6.6% |
| 3M | +4.0% | -18.2% | +22.2% | +9.2% |
| 6M | +13.2% | -18.6% | +31.8% | +18.2% |
| YTD | +41.9% | +26.8% | +15.1% | +28.5% |
| 1Y | +41.6% | +31.6% | +10.0% | +26.5% |
| 3Y | +64.0% | +156.5% | -92.5% | +12.9% |
| 5Y | +158.1% | +258.6% | -100.5% | +52.3% |
| 10Y | +163.9% | +550.3% | -386.3% | +30.2% |
| All | +163.9% | +539.5% | -375.5% | +30.2% |
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