+75.2%
XLF vs CASY
+209.8%
-134.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | +0.2% | -4.4% | +4.5% | +0.7% |
| 30D | -0.5% | -12.0% | +11.5% | +0.9% |
| 3M | +10.6% | -2.3% | +13.0% | +10.1% |
| 6M | +14.3% | +10.5% | +3.8% | +11.1% |
| YTD | +5.5% | +33.0% | -27.5% | -0.8% |
| 1Y | +9.6% | +41.1% | -31.6% | +1.7% |
| 3Y | +75.2% | +207.5% | -132.3% | +44.6% |
| All | +75.2% | +209.8% | -134.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling