+665.5%
XLU vs CASY
+6,624.2%
-5,958.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | +2.1% | +3.6% | -1.4% | +1.5% |
| 30D | +5.6% | +9.1% | -3.5% | +3.9% |
| 3M | +0.7% | -16.5% | +17.3% | +3.6% |
| 6M | -0.1% | -19.7% | +19.7% | +2.9% |
| YTD | +5.3% | +29.3% | -23.9% | -0.8% |
| 1Y | +2.2% | +33.1% | -31.0% | -4.5% |
| 3Y | +61.6% | +158.5% | -96.9% | +31.9% |
| 5Y | +53.6% | +266.7% | -213.1% | +16.3% |
| 10Y | +162.3% | +553.5% | -391.2% | +77.1% |
| All | +665.5% | +6,624.2% | -5,958.7% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling