+1,024.7%
XLE vs CASY
+7,033.0%
-6,008.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 3M | +9.8% | -0.6% | +10.5% | +9.1% |
| 6M | +15.6% | +10.7% | +4.9% | +11.3% |
| YTD | +45.3% | +37.1% | +8.1% | +32.3% |
| 1Y | +48.3% | +52.3% | -4.0% | +31.0% |
| 3Y | +55.4% | +215.2% | -159.8% | +11.0% |
| 5Y | +216.1% | +276.5% | -60.4% | +112.3% |
| 10Y | +178.4% | +508.4% | -330.0% | +62.3% |
| All | +1,024.7% | +7,033.0% | -6,008.2% | +268.8% |
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 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