+37.8%
XLK vs CASY
+15.3%
+22.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -17.2% | +16.8% | -1.3% |
| 30D | -0.5% | -24.4% | +23.9% | -1.9% |
| 3M | +5.0% | -31.4% | +36.4% | +3.1% |
| 6M | +32.9% | -8.9% | +41.7% | +30.8% |
| YTD | +29.0% | +13.8% | +15.1% | +29.2% |
| 1Y | +37.8% | +17.0% | +20.9% | +39.7% |
| All | +37.8% | +15.3% | +22.6% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling