+127.1%
XRT vs CASY
+568.7%
-441.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -4.2% | -11.3% | +7.2% | +0.2% |
| 3M | +5.1% | -0.6% | +5.7% | +3.2% |
| 6M | +2.4% | +10.7% | -8.3% | -4.5% |
| YTD | +3.2% | +37.1% | -33.9% | -12.4% |
| 1Y | +1.5% | +52.3% | -50.8% | -18.0% |
| 3Y | +40.6% | +215.2% | -174.6% | -22.3% |
| 5Y | -1.0% | +276.5% | -277.5% | -50.7% |
| All | +127.1% | +568.7% | -441.6% | -15.1% |
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