+140.6%
EXE vs CASY
+245.5%
-104.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.6% | +1.1% | -7.7% | -6.7% |
| 30D | -4.0% | +8.7% | -12.7% | -5.2% |
| 3M | -7.5% | -17.3% | +9.9% | -5.0% |
| 6M | -11.7% | -19.7% | +8.1% | -9.2% |
| YTD | -22.0% | +24.8% | -46.8% | -26.6% |
| 1Y | -21.8% | +31.9% | -53.7% | -27.4% |
| 3Y | +8.0% | +155.4% | -147.4% | -15.9% |
| 5Y | +62.3% | +250.6% | -188.3% | +14.9% |
| All | +140.6% | +245.5% | -104.9% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling