+146.6%
XLK vs CASY
+234.8%
-88.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | +2.8% |
| 7D | +2.3% | -16.5% | +18.9% | +5.7% |
| 30D | +0.8% | -26.4% | +27.2% | +6.8% |
| 3M | +4.1% | -17.3% | +21.4% | +6.3% |
| 6M | +34.8% | -5.2% | +40.0% | +32.0% |
| YTD | +30.8% | +14.1% | +16.7% | +21.3% |
| 1Y | +42.4% | +16.6% | +25.7% | +30.7% |
| 3Y | +121.8% | +163.7% | -41.9% | +52.0% |
| 5Y | +146.6% | +231.3% | -84.7% | +48.7% |
| All | +146.6% | +234.8% | -88.2% | +48.7% |
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 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