+988.3%
XLE vs CASY
+6,393.4%
-5,405.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -12.0% | +1.1% | -13.1% | -12.3% |
| 30D | -2.7% | +8.7% | -11.4% | -4.9% |
| 3M | +6.6% | -17.3% | +23.9% | +11.0% |
| 6M | +9.5% | -19.7% | +29.3% | +14.1% |
| YTD | +40.6% | +24.8% | +15.7% | +30.2% |
| 1Y | +43.6% | +31.9% | +11.7% | +30.9% |
| 3Y | +58.1% | +155.4% | -97.3% | +18.7% |
| 5Y | +152.2% | +250.6% | -98.4% | +71.5% |
| 10Y | +172.9% | +556.8% | -383.9% | +55.8% |
| All | +988.3% | +6,393.4% | -5,405.1% | +263.1% |
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