+1,472.6%
XLK vs CASY
+7,033.0%
-5,560.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +0.7% | -11.3% | +12.1% | +4.0% |
| 3M | -2.9% | -0.6% | -2.3% | -4.2% |
| 6M | +34.3% | +10.7% | +23.5% | +27.9% |
| YTD | +30.4% | +37.1% | -6.7% | +16.3% |
| 1Y | +43.4% | +52.3% | -8.9% | +23.4% |
| 3Y | +116.8% | +215.2% | -98.4% | +46.9% |
| 5Y | +144.0% | +276.5% | -132.5% | +55.2% |
| 10Y | +778.8% | +508.4% | +270.4% | +368.1% |
| All | +1,472.6% | +7,033.0% | -5,560.4% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling