+43.8%
EXC vs CASY
+250.1%
-206.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +10.0% | +8.7% | +1.3% | +8.9% |
| 3M | +1.6% | -17.3% | +18.9% | +3.7% |
| 6M | +3.3% | -19.7% | +23.0% | +5.5% |
| YTD | +7.6% | +24.8% | -17.3% | +3.0% |
| 1Y | +3.5% | +31.9% | -28.4% | -1.8% |
| 3Y | +27.7% | +155.4% | -127.7% | +6.8% |
| All | +43.8% | +250.1% | -206.3% | +11.4% |
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