+42.0%
XLP vs CASY
+250.1%
-208.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | +10.3% | +8.7% | +1.6% | +8.7% |
| 3M | +6.5% | -17.3% | +23.8% | +9.7% |
| 6M | +8.4% | -19.7% | +28.1% | +11.8% |
| YTD | +18.2% | +24.8% | -6.6% | +11.5% |
| 1Y | +22.4% | +31.9% | -9.5% | +14.2% |
| 3Y | +41.9% | +155.4% | -113.5% | +12.6% |
| All | +42.0% | +250.1% | -208.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling