+422.3%
XLF vs CASY
+7,033.0%
-6,610.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +0.2% | -11.3% | +11.5% | +4.1% |
| 3M | +11.7% | -0.6% | +12.4% | +10.2% |
| 6M | +13.8% | +10.7% | +3.1% | +7.6% |
| YTD | +7.0% | +37.1% | -30.1% | -6.3% |
| 1Y | +9.1% | +52.3% | -43.2% | -8.2% |
| 3Y | +75.6% | +215.2% | -139.6% | +10.9% |
| 5Y | +66.4% | +276.5% | -210.1% | -2.8% |
| 10Y | +250.3% | +508.4% | -258.1% | +67.0% |
| All | +422.3% | +7,033.0% | -6,610.7% | -1.5% |
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