+400.3%
XYL vs CASY
+1,559.9%
-1,159.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +2.1% | +3.6% | -1.5% | +1.0% |
| 30D | -3.4% | +7.2% | -10.6% | -5.3% |
| 3M | -17.2% | -16.9% | -0.3% | -13.1% |
| 6M | -12.0% | -19.3% | +7.3% | -8.1% |
| YTD | -26.3% | +25.6% | -51.9% | -33.6% |
| 1Y | -33.5% | +30.2% | -63.6% | -40.9% |
| 3Y | +6.4% | +154.9% | -148.5% | -26.8% |
| 5Y | -20.9% | +252.1% | -273.0% | -52.2% |
| 10Y | +120.8% | +535.8% | -415.0% | +10.6% |
| All | +400.3% | +1,559.9% | -1,159.5% | +85.0% |
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