+99.4%
XYL vs CASY
+555.0%
-455.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.7% | +3.6% | -7.3% | -4.8% |
| 30D | -8.3% | +9.1% | -17.4% | -10.8% |
| 3M | -21.4% | -16.5% | -4.9% | -17.3% |
| 6M | -12.9% | -19.7% | +6.8% | -8.3% |
| YTD | -30.1% | +29.3% | -59.3% | -38.5% |
| 1Y | -35.2% | +33.1% | -68.3% | -43.8% |
| 3Y | -0.8% | +158.5% | -159.3% | -36.2% |
| 5Y | -23.2% | +266.7% | -289.9% | -58.4% |
| All | +99.4% | +555.0% | -455.6% | -12.3% |
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