-3.5%
XLK vs CASY
-18.2%
+14.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | +3.4% | +3.6% | -0.2% | +3.9% |
| 30D | -10.6% | +9.1% | -19.6% | -9.5% |
| 3M | -10.6% | -16.5% | +5.9% | -12.5% |
| 6M | -3.5% | -19.7% | +16.2% | -5.8% |
| All | -3.5% | -18.2% | +14.7% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling