+95.6%
AXP vs CASY
+254.0%
-158.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | +0.4% | +1.8% | -1.4% | 0.0% |
| 30D | +7.0% | +11.2% | -4.1% | +4.9% |
| 3M | -6.6% | -19.1% | +12.5% | -3.1% |
| 6M | +3.5% | -19.9% | +23.4% | +7.0% |
| YTD | -11.2% | +25.2% | -36.3% | -19.2% |
| 1Y | -10.2% | +31.6% | -41.8% | -19.7% |
| 3Y | +120.0% | +155.4% | -35.4% | +54.4% |
| 5Y | +95.6% | +251.5% | -156.0% | +15.2% |
| All | +95.6% | +254.0% | -158.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling