+28.4%
XLY vs CASY
+229.6%
-201.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -1.7% | -18.6% | +16.9% | +2.6% |
| 30D | -4.2% | -26.6% | +22.5% | +2.4% |
| 3M | -2.7% | -32.8% | +30.1% | +5.9% |
| 6M | -0.6% | -10.0% | +9.4% | -1.2% |
| YTD | -5.0% | +11.6% | -16.6% | -11.8% |
| 1Y | -4.1% | +11.5% | -15.6% | -11.2% |
| 3Y | +33.6% | +160.7% | -127.1% | -10.5% |
| All | +28.4% | +229.6% | -201.2% | -24.5% |
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 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