+101.4%
XLP vs CASY
+505.6%
-404.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | -11.3% | +10.5% | +1.8% |
| 3M | +3.8% | -0.6% | +4.5% | +3.1% |
| 6M | -1.7% | +10.7% | -12.5% | -5.3% |
| YTD | +10.3% | +37.1% | -26.9% | +0.7% |
| 1Y | +7.8% | +52.3% | -44.5% | -4.3% |
| 3Y | +27.2% | +215.2% | -188.0% | -9.2% |
| 5Y | +32.5% | +276.5% | -244.0% | -11.3% |
| All | +101.4% | +505.6% | -404.2% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling