+44.2%
XLRE vs CASY
+159.8%
-115.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.1% | +2.5% | -2.3% | -0.2% |
| 30D | +6.0% | +10.2% | -4.2% | +4.7% |
| 3M | +0.5% | -15.7% | +16.2% | +2.7% |
| 6M | +1.2% | -18.4% | +19.6% | +3.8% |
| YTD | +12.6% | +28.3% | -15.7% | +6.0% |
| 1Y | +11.0% | +32.6% | -21.5% | +3.7% |
| All | +44.2% | +159.8% | -115.6% | +17.3% |
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 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