+281.8%
EXEL vs CASY
+266.7%
+15.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.8% | +3.6% | -4.4% | -1.4% |
| 30D | +13.1% | +9.1% | +4.1% | +11.3% |
| 3M | +36.3% | -16.5% | +52.9% | +40.5% |
| 6M | +34.5% | -19.7% | +54.2% | +39.4% |
| YTD | +57.4% | +29.3% | +28.2% | +45.5% |
| 1Y | +62.9% | +33.1% | +29.8% | +49.6% |
| 3Y | +229.5% | +158.5% | +71.0% | +152.8% |
| All | +281.8% | +266.7% | +15.2% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling