+776.9%
XLK vs CASY
+464.4%
+312.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -17.2% | +16.8% | +4.5% |
| 30D | -0.5% | -24.4% | +23.9% | +6.9% |
| 3M | +5.0% | -31.4% | +36.4% | +15.5% |
| 6M | +32.9% | -8.9% | +41.7% | +32.5% |
| YTD | +29.0% | +13.8% | +15.1% | +19.4% |
| 1Y | +37.8% | +17.0% | +20.9% | +25.9% |
| 3Y | +118.7% | +163.1% | -44.4% | +47.4% |
| 5Y | +145.6% | +239.0% | -93.4% | +49.0% |
| All | +776.9% | +464.4% | +312.4% | +346.3% |
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 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