+73.2%
EXEL vs CASY
+30.1%
+43.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.1% |
| 7D | +2.3% | +3.6% | -1.3% | +2.0% |
| 30D | +19.8% | +7.2% | +12.6% | +19.0% |
| 3M | +32.7% | -16.9% | +49.6% | +35.0% |
| 6M | +49.0% | -19.3% | +68.3% | +55.2% |
| YTD | +63.7% | +25.6% | +38.0% | +43.3% |
| All | +73.2% | +30.1% | +43.1% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling