+215.2%
XLY vs CASY
+453.5%
-238.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -1.7% | -18.6% | +16.9% | +3.7% |
| 30D | -4.2% | -26.6% | +22.5% | +4.0% |
| 3M | -2.7% | -32.8% | +30.1% | +7.9% |
| 6M | -0.6% | -10.0% | +9.4% | -0.4% |
| YTD | -5.0% | +11.6% | -16.6% | -11.4% |
| 1Y | -4.1% | +11.5% | -15.6% | -10.8% |
| 3Y | +33.6% | +160.7% | -127.1% | -9.3% |
| 5Y | +28.7% | +232.4% | -203.7% | -20.8% |
| All | +215.2% | +453.5% | -238.3% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling