+649.7%
XLU vs CASY
+6,819.8%
-6,170.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.8% | +1.4% |
| 7D | +2.1% | -4.4% | +6.4% | +2.9% |
| 30D | -0.4% | -12.0% | +11.7% | +1.8% |
| 3M | +0.5% | -2.3% | +2.8% | +0.2% |
| 6M | -5.8% | +10.5% | -16.3% | -8.3% |
| YTD | +3.1% | +33.0% | -29.9% | -3.1% |
| 1Y | +8.1% | +41.1% | -33.0% | +0.3% |
| 3Y | +50.5% | +207.5% | -157.0% | +19.1% |
| 5Y | +44.7% | +290.7% | -246.0% | +8.6% |
| 10Y | +136.8% | +556.5% | -419.6% | +60.1% |
| All | +649.7% | +6,819.8% | -6,170.0% | +234.5% |
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