+899.8%
XLV vs CASY
+6,819.8%
-5,919.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.9% |
| 7D | -2.6% | -4.4% | +1.7% | -1.8% |
| 30D | +0.9% | -12.0% | +12.9% | +3.4% |
| 3M | +10.0% | -2.3% | +12.3% | +9.6% |
| 6M | +10.4% | +10.5% | -0.1% | +7.0% |
| YTD | +8.9% | +33.0% | -24.1% | +1.5% |
| 1Y | +23.4% | +41.1% | -17.8% | +13.3% |
| 3Y | +33.1% | +207.5% | -174.4% | +2.2% |
| 5Y | +33.3% | +290.7% | -257.5% | -3.4% |
| 10Y | +170.8% | +556.5% | -385.7% | +72.6% |
| All | +899.8% | +6,819.8% | -5,919.9% | +263.7% |
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