+44.2%
XLU vs CASY
+229.6%
-185.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.6% | -18.6% | +17.0% | +1.1% |
| 30D | -3.3% | -26.6% | +23.3% | +0.8% |
| 3M | -3.2% | -32.8% | +29.6% | +2.1% |
| 6M | -7.0% | -10.0% | +3.1% | -6.8% |
| YTD | +0.6% | +11.6% | -11.0% | -2.9% |
| 1Y | +2.4% | +11.5% | -9.0% | -1.3% |
| 3Y | +46.3% | +160.7% | -114.4% | +17.2% |
| All | +44.2% | +229.6% | -185.4% | +9.1% |
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