+719.7%
XLK vs CASY
+555.0%
+164.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +3.4% | +3.6% | -0.2% | +2.4% |
| 30D | -10.6% | +9.1% | -19.6% | -12.8% |
| 3M | -10.6% | -16.5% | +5.9% | -6.8% |
| 6M | -3.5% | -19.7% | +16.2% | +0.7% |
| YTD | +18.7% | +29.3% | -10.6% | +5.8% |
| 1Y | +19.4% | +33.1% | -13.7% | +5.2% |
| 3Y | +94.5% | +158.5% | -64.1% | +33.4% |
| 5Y | +111.2% | +266.7% | -155.5% | +25.4% |
| All | +719.7% | +555.0% | +164.6% | +302.9% |
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