+152.6%
XRT vs CASY
+551.3%
-398.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | +10.3% | +7.2% | +3.1% | +7.4% |
| 3M | +2.4% | -16.9% | +19.3% | +9.0% |
| 6M | +10.0% | -19.3% | +29.3% | +16.5% |
| YTD | +9.5% | +25.6% | -16.1% | -4.5% |
| 1Y | +17.2% | +30.2% | -13.0% | +0.4% |
| 3Y | +62.0% | +154.9% | -92.9% | -1.8% |
| 5Y | -2.1% | +252.1% | -254.2% | -50.5% |
| 10Y | +152.6% | +535.8% | -383.3% | -1.9% |
| All | +152.6% | +551.3% | -398.8% | -1.9% |
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