+1,220.0%
XPO vs CASY
+550.0%
+670.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +6.9% | +2.5% | +4.4% | +5.9% |
| 30D | +4.1% | +10.2% | -6.1% | +0.2% |
| 3M | -9.7% | -15.7% | +6.0% | -4.4% |
| 6M | -3.8% | -18.4% | +14.6% | +1.6% |
| YTD | +38.8% | +28.3% | +10.5% | +20.3% |
| 1Y | +34.2% | +32.6% | +1.7% | +14.4% |
| 3Y | +126.9% | +159.5% | -32.6% | +37.3% |
| 5Y | +297.5% | +263.9% | +33.6% | +101.3% |
| All | +1,220.0% | +550.0% | +670.0% | +430.2% |
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 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