+988.5%
XLE vs CASY
+6,411.3%
-5,422.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.5% |
| 7D | -10.3% | +1.8% | -12.1% | -10.7% |
| 30D | -3.3% | +11.2% | -14.5% | -6.0% |
| 3M | +8.2% | -19.1% | +27.3% | +13.2% |
| 6M | +5.0% | -19.9% | +24.9% | +9.5% |
| YTD | +40.6% | +25.2% | +15.4% | +30.1% |
| 1Y | +45.0% | +31.6% | +13.4% | +32.3% |
| 3Y | +56.3% | +155.4% | -99.1% | +17.4% |
| 5Y | +152.2% | +251.5% | -99.3% | +71.4% |
| 10Y | +173.0% | +558.6% | -385.7% | +55.7% |
| All | +988.5% | +6,411.3% | -5,422.8% | +262.9% |
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