+148.1%
XRT vs CASY
+553.2%
-405.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | +7.9% | +8.7% | -0.7% | +4.5% |
| 3M | -0.2% | -17.3% | +17.1% | +6.4% |
| 6M | +5.6% | -19.7% | +25.3% | +12.1% |
| YTD | +5.7% | +24.8% | -19.2% | -7.6% |
| 1Y | +14.6% | +31.9% | -17.3% | -2.5% |
| 3Y | +50.7% | +155.4% | -104.7% | -8.8% |
| 5Y | -4.8% | +250.6% | -255.4% | -51.8% |
| All | +148.1% | +553.2% | -405.1% | -3.8% |
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