+462.9%
EXEL vs CASY
+553.2%
-90.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +19.0% | +8.7% | +10.4% | +16.7% |
| 3M | +33.3% | -17.3% | +50.6% | +38.5% |
| 6M | +42.9% | -19.7% | +62.6% | +48.5% |
| YTD | +58.7% | +24.8% | +33.9% | +46.8% |
| 1Y | +70.5% | +31.9% | +38.6% | +55.4% |
| 3Y | +233.8% | +155.4% | +78.4% | +150.7% |
| 5Y | +259.3% | +250.6% | +8.8% | +143.3% |
| All | +462.9% | +553.2% | -90.3% | +242.3% |
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