+1,101.4%
XLY vs CASY
+5,834.3%
-4,732.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +12.9% | +2.5% |
| 7D | -2.1% | -16.5% | +14.4% | +2.5% |
| 30D | -6.0% | -26.4% | +20.4% | +1.7% |
| 3M | -2.7% | -17.3% | +14.5% | +0.7% |
| 6M | -1.5% | -5.2% | +3.7% | -2.1% |
| YTD | -5.4% | +14.1% | -19.5% | -11.0% |
| 1Y | -3.8% | +16.6% | -20.4% | -10.3% |
| 3Y | +36.6% | +163.7% | -127.1% | -1.0% |
| 5Y | +27.4% | +231.3% | -203.9% | -14.2% |
| 10Y | +218.2% | +462.9% | -244.7% | +79.5% |
| All | +1,101.4% | +5,834.3% | -4,732.9% | +220.9% |
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