+106.6%
EXE vs CASY
+276.6%
-170.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.5% | -11.3% | +19.8% | +10.3% |
| 3M | +5.5% | -0.6% | +6.1% | +4.9% |
| 6M | -5.9% | +10.7% | -16.6% | -8.4% |
| YTD | -9.7% | +37.1% | -46.8% | -15.8% |
| 1Y | +3.6% | +52.3% | -48.7% | -5.8% |
| 3Y | +18.0% | +215.2% | -197.2% | -11.9% |
| All | +106.6% | +276.6% | -170.0% | +47.2% |
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