+218.0%
XLE vs CASY
+276.6%
-58.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +11.8% | -11.3% | +23.1% | +13.5% |
| 3M | +9.8% | -0.6% | +10.5% | +9.6% |
| 6M | +15.6% | +10.7% | +4.9% | +13.4% |
| YTD | +45.3% | +37.1% | +8.1% | +38.0% |
| 1Y | +48.3% | +52.3% | -4.0% | +38.2% |
| 3Y | +55.4% | +215.2% | -159.8% | +26.0% |
| All | +218.0% | +276.6% | -58.6% | +160.8% |
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