+67.4%
XLI vs CASY
+154.1%
-86.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -3.1% | +8.7% | -11.8% | -4.0% |
| 3M | -11.7% | -17.3% | +5.6% | -9.9% |
| 6M | -7.6% | -19.7% | +12.2% | -5.1% |
| YTD | +5.7% | +24.8% | -19.1% | -0.7% |
| 1Y | +7.8% | +31.9% | -24.1% | +0.1% |
| 3Y | +67.4% | +155.4% | -88.0% | +36.4% |
| All | +67.4% | +154.1% | -86.7% | +36.4% |
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