+80.3%
EXE vs CASY
+266.7%
-186.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | +5.3% | +3.6% | +1.8% | +4.9% |
| 30D | -2.2% | +9.1% | -11.2% | -3.3% |
| 3M | -5.9% | -16.5% | +10.6% | -3.9% |
| 6M | -5.7% | -19.7% | +14.0% | -3.3% |
| YTD | -17.8% | +29.3% | -47.1% | -22.4% |
| 1Y | -23.1% | +33.1% | -56.3% | -28.0% |
| 3Y | +21.2% | +158.5% | -137.3% | -2.6% |
| All | +80.3% | +266.7% | -186.4% | +33.0% |
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