+42.7%
XLP vs CASY
+254.0%
-211.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.1% |
| 7D | +3.5% | +1.8% | +1.6% | +3.1% |
| 30D | +11.6% | +11.2% | +0.4% | +9.5% |
| 3M | +7.6% | -19.1% | +26.7% | +11.3% |
| 6M | +10.0% | -19.9% | +29.9% | +13.5% |
| YTD | +19.7% | +25.2% | -5.4% | +12.9% |
| 1Y | +23.5% | +31.6% | -8.2% | +15.2% |
| 3Y | +44.0% | +155.4% | -111.4% | +14.2% |
| 5Y | +42.7% | +251.5% | -208.8% | +0.7% |
| All | +42.7% | +254.0% | -211.3% | +0.7% |
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