+117.0%
AXP vs CASY
+154.1%
-37.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +5.8% | +8.7% | -2.9% | +5.1% |
| 3M | -6.0% | -17.3% | +11.3% | -4.6% |
| 6M | +0.3% | -19.7% | +20.0% | +2.2% |
| YTD | -12.3% | +24.8% | -37.1% | -17.8% |
| 1Y | -11.2% | +31.9% | -43.1% | -18.0% |
| 3Y | +117.0% | +155.4% | -38.4% | +80.5% |
| All | +117.0% | +154.1% | -37.0% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling