+88.2%
XLRE vs CASY
+453.5%
-365.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -1.2% | -18.6% | +17.4% | +4.2% |
| 30D | -2.4% | -26.6% | +24.2% | +5.7% |
| 3M | -2.5% | -32.8% | +30.3% | +7.9% |
| 6M | +4.0% | -10.0% | +14.0% | +4.6% |
| YTD | +9.3% | +11.6% | -2.3% | +2.8% |
| 1Y | +5.6% | +11.5% | -5.9% | -0.9% |
| 3Y | +31.3% | +160.7% | -129.4% | -9.0% |
| 5Y | +9.5% | +232.4% | -222.9% | -31.3% |
| All | +88.2% | +453.5% | -365.3% | +2.3% |
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