+0.3%
XRT vs CASY
+276.6%
-276.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -4.2% | -11.3% | +7.2% | -1.0% |
| 3M | +5.1% | -0.6% | +5.7% | +3.6% |
| 6M | +2.4% | +10.7% | -8.3% | -3.3% |
| YTD | +3.2% | +37.1% | -33.9% | -9.8% |
| 1Y | +1.5% | +52.3% | -50.8% | -14.9% |
| 3Y | +40.6% | +215.2% | -174.6% | -17.0% |
| All | +0.3% | +276.6% | -276.3% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling