+120.8%
XYL vs CASY
+551.3%
-430.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +2.1% | +3.6% | -1.5% | +0.9% |
| 30D | -3.4% | +7.2% | -10.6% | -5.4% |
| 3M | -17.2% | -16.9% | -0.3% | -12.8% |
| 6M | -12.0% | -19.3% | +7.3% | -7.7% |
| YTD | -26.3% | +25.6% | -51.9% | -34.6% |
| 1Y | -33.5% | +30.2% | -63.6% | -41.9% |
| 3Y | +6.4% | +154.9% | -148.5% | -31.2% |
| 5Y | -20.9% | +252.1% | -273.0% | -56.4% |
| 10Y | +120.8% | +535.8% | -415.0% | -1.1% |
| All | +120.8% | +551.3% | -430.5% | -1.1% |
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