+31.2%
XLRE vs CASY
+163.7%
-132.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +0.8% |
| 7D | -0.7% | -16.5% | +15.8% | +1.5% |
| 30D | -2.2% | -26.4% | +24.2% | +1.7% |
| 3M | -2.6% | -17.3% | +14.7% | -0.9% |
| 6M | +2.6% | -5.2% | +7.8% | +1.6% |
| YTD | +9.3% | +14.1% | -4.8% | +4.7% |
| 1Y | +7.2% | +16.6% | -9.4% | +2.2% |
| All | +31.2% | +163.7% | -132.5% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling