+165.0%
EXEL vs CASY
+215.7%
-50.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +4.1% | -11.3% | +15.4% | +5.8% |
| 3M | +12.4% | -0.6% | +13.1% | +11.7% |
| 6M | +41.5% | +10.7% | +30.8% | +37.9% |
| YTD | +34.6% | +37.1% | -2.5% | +26.1% |
| 1Y | +57.9% | +52.3% | +5.6% | +45.3% |
| All | +165.0% | +215.7% | -50.7% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling