+23.5%
XLP vs CASY
+32.1%
-8.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.0% |
| 7D | +3.5% | +1.8% | +1.6% | +3.2% |
| 30D | +11.6% | +11.2% | +0.4% | +10.2% |
| 3M | +7.6% | -19.1% | +26.7% | +10.1% |
| 6M | +10.0% | -19.9% | +29.9% | +13.1% |
| YTD | +19.7% | +25.2% | -5.4% | +12.6% |
| 1Y | +23.5% | +31.6% | -8.2% | +14.2% |
| All | +23.5% | +32.1% | -8.7% | +14.2% |
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