+237.8%
XME vs CASY
+3,483.0%
-3,245.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +6.0% | -11.3% | +17.3% | +10.8% |
| 3M | -7.7% | -0.6% | -7.1% | -9.7% |
| 6M | +1.0% | +10.7% | -9.8% | -5.8% |
| YTD | +14.6% | +37.1% | -22.5% | -2.4% |
| 1Y | +46.0% | +52.3% | -6.3% | +18.4% |
| 3Y | +127.0% | +215.2% | -88.2% | +30.3% |
| 5Y | +175.8% | +276.5% | -100.7% | +44.1% |
| 10Y | +414.6% | +508.4% | -93.7% | +108.4% |
| All | +237.8% | +3,483.0% | -3,245.3% | -47.4% |
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