+226.1%
XLI vs CASY
+555.0%
-328.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +3.8% | +3.6% | +0.2% | +2.8% |
| 30D | +1.0% | +9.1% | -8.0% | -1.5% |
| 3M | -8.9% | -16.5% | +7.6% | -4.7% |
| 6M | -2.3% | -19.7% | +17.4% | +2.4% |
| YTD | +9.7% | +29.3% | -19.6% | -2.2% |
| 1Y | +12.3% | +33.1% | -20.8% | -1.0% |
| 3Y | +71.5% | +158.5% | -87.1% | +16.5% |
| 5Y | +70.2% | +266.7% | -196.5% | -0.8% |
| All | +226.1% | +555.0% | -328.9% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling