+285.4%
XME vs CASY
+551.3%
-266.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +0.9% | +3.6% | -2.6% | -0.3% |
| 30D | -7.3% | +7.2% | -14.5% | -9.7% |
| 3M | -14.8% | -16.9% | +2.2% | -10.2% |
| 6M | -18.4% | -19.3% | +0.9% | -14.4% |
| YTD | -4.7% | +25.6% | -30.3% | -16.1% |
| 1Y | +5.7% | +30.2% | -24.4% | -8.5% |
| 3Y | +104.0% | +154.9% | -50.9% | +30.3% |
| 5Y | +122.4% | +252.1% | -129.7% | +21.2% |
| 10Y | +285.4% | +535.8% | -250.5% | +67.7% |
| All | +285.4% | +551.3% | -266.0% | +67.7% |
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 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