+377.6%
EXEL vs CASY
+551.3%
-173.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.0% |
| 7D | +2.3% | +3.6% | -1.3% | +1.4% |
| 30D | +19.8% | +7.2% | +12.6% | +17.8% |
| 3M | +32.7% | -16.9% | +49.6% | +37.7% |
| 6M | +49.0% | -19.3% | +68.3% | +54.6% |
| YTD | +63.7% | +25.6% | +38.0% | +51.2% |
| 1Y | +75.8% | +30.2% | +45.6% | +60.8% |
| 3Y | +241.3% | +154.9% | +86.4% | +156.8% |
| 5Y | +289.0% | +252.1% | +36.9% | +163.5% |
| 10Y | +377.6% | +535.8% | -158.2% | +194.6% |
| All | +377.6% | +551.3% | -173.7% | +194.6% |
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 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