+233.8%
EXEL vs CASY
+154.1%
+79.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +19.0% | +8.7% | +10.4% | +17.7% |
| 3M | +33.3% | -17.3% | +50.6% | +36.3% |
| 6M | +42.9% | -19.7% | +62.6% | +46.8% |
| YTD | +58.7% | +24.8% | +33.9% | +50.0% |
| 1Y | +70.5% | +31.9% | +38.6% | +59.7% |
| 3Y | +233.8% | +155.4% | +78.4% | +178.3% |
| All | +233.8% | +154.1% | +79.8% | +178.3% |
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