+93.0%
XME vs CASY
+161.8%
-68.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +0.3% | +3.6% | -3.2% | -0.2% |
| 30D | -6.1% | +9.1% | -15.2% | -7.5% |
| 3M | -18.6% | -16.5% | -2.1% | -16.3% |
| 6M | -23.9% | -19.7% | -4.2% | -20.8% |
| YTD | -9.3% | +29.3% | -38.6% | -17.5% |
| 1Y | +1.8% | +33.1% | -31.4% | -8.2% |
| 3Y | +93.0% | +158.5% | -65.5% | +44.2% |
| All | +93.0% | +161.8% | -68.8% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling