+513.3%
XRT vs CASY
+3,483.0%
-2,969.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +5.1% | -0.6% | +5.7% | +3.2% |
| 6M | +2.4% | +10.7% | -8.3% | -4.4% |
| YTD | +3.2% | +37.1% | -33.9% | -12.2% |
| 1Y | +1.5% | +52.3% | -50.8% | -17.8% |
| 3Y | +40.6% | +215.2% | -174.6% | -20.1% |
| 5Y | -1.0% | +276.5% | -277.5% | -48.5% |
| 10Y | +128.4% | +508.4% | -379.9% | -7.3% |
| All | +513.3% | +3,483.0% | -2,969.7% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling