+1,117.4%
XLI vs CASY
+7,033.0%
-5,915.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -5.9% | -11.3% | +5.4% | -3.0% |
| 3M | -0.3% | -0.6% | +0.4% | -1.5% |
| 6M | +0.1% | +10.7% | -10.6% | -4.2% |
| YTD | +13.6% | +37.1% | -23.5% | +2.2% |
| 1Y | +17.2% | +52.3% | -35.1% | +2.0% |
| 3Y | +68.2% | +215.2% | -147.0% | +16.8% |
| 5Y | +80.7% | +276.5% | -195.8% | +18.1% |
| 10Y | +253.3% | +508.4% | -255.1% | +97.1% |
| All | +1,117.4% | +7,033.0% | -5,915.5% | +218.3% |
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