+409.5%
XME vs CASY
+549.1%
-139.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.2% |
| 7D | +3.6% | -4.4% | +8.0% | +5.2% |
| 30D | +3.6% | -12.0% | +15.7% | +8.0% |
| 3M | +1.2% | -2.3% | +3.6% | -0.2% |
| 6M | +9.0% | +10.5% | -1.5% | +2.1% |
| YTD | +15.9% | +33.0% | -17.1% | +0.9% |
| 1Y | +43.2% | +41.1% | +2.0% | +21.3% |
| 3Y | +137.4% | +207.5% | -70.1% | +41.2% |
| 5Y | +185.0% | +290.7% | -105.7% | +50.3% |
| 10Y | +409.5% | +556.5% | -147.0% | +119.3% |
| All | +409.5% | +549.1% | -139.6% | +119.3% |
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