+24.3%
XLP vs CASY
+32.1%
-7.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +3.2% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | +13.5% | +9.4% | +4.0% | +12.3% |
| 3M | +8.4% | -20.6% | +29.0% | +11.2% |
| 6M | +11.5% | -20.7% | +32.3% | +14.7% |
| YTD | +20.6% | +22.5% | -1.9% | +13.8% |
| 1Y | +24.3% | +29.5% | -5.2% | +15.0% |
| All | +24.3% | +32.1% | -7.8% | +15.0% |
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