+82.8%
XLI vs CASY
+274.3%
-191.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +1.0% | -4.4% | +5.3% | +1.8% |
| 30D | -5.8% | -12.0% | +6.2% | -3.6% |
| 3M | +0.7% | -2.3% | +3.0% | -0.1% |
| 6M | +3.2% | +10.5% | -7.3% | -1.0% |
| YTD | +13.0% | +33.0% | -20.0% | +3.4% |
| 1Y | +16.8% | +41.1% | -24.4% | +4.8% |
| 3Y | +72.4% | +207.5% | -135.1% | +20.8% |
| 5Y | +82.8% | +290.7% | -208.0% | +15.4% |
| All | +82.8% | +274.3% | -191.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling