+144.5%
EXE vs CASY
+247.7%
-103.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -3.9% | +3.6% | -7.5% | -4.4% |
| 30D | -2.6% | +7.2% | -9.8% | -3.6% |
| 3M | -6.9% | -16.9% | +10.1% | -4.5% |
| 6M | -9.3% | -19.3% | +10.0% | -6.9% |
| YTD | -20.7% | +25.6% | -46.4% | -25.5% |
| 1Y | -21.8% | +30.2% | -52.0% | -27.2% |
| 3Y | +16.2% | +154.9% | -138.7% | -9.4% |
| 5Y | +61.1% | +252.1% | -191.0% | +14.0% |
| All | +144.5% | +247.7% | -103.3% | +71.2% |
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 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