+257.2%
XLI vs CASY
+468.0%
-210.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +2.6% |
| 7D | -0.6% | -16.5% | +16.0% | +4.3% |
| 30D | -6.9% | -26.4% | +19.4% | +1.1% |
| 3M | -1.9% | -17.3% | +15.4% | +1.5% |
| 6M | +1.0% | -5.2% | +6.2% | -0.3% |
| YTD | +11.3% | +14.1% | -2.7% | +3.2% |
| 1Y | +15.8% | +16.6% | -0.8% | +6.1% |
| 3Y | +69.8% | +163.7% | -93.9% | +13.1% |
| 5Y | +80.9% | +231.3% | -150.4% | +8.6% |
| 10Y | +257.2% | +462.9% | -205.7% | +80.0% |
| All | +257.2% | +468.0% | -210.8% | +80.0% |
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