+202.3%
EXEL vs CASY
+276.6%
-74.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +4.1% | -11.3% | +15.4% | +6.3% |
| 3M | +12.4% | -0.6% | +13.1% | +11.6% |
| 6M | +41.5% | +10.7% | +30.8% | +37.2% |
| YTD | +34.6% | +37.1% | -2.5% | +24.6% |
| 1Y | +57.9% | +52.3% | +5.6% | +42.8% |
| 3Y | +159.5% | +215.2% | -55.7% | +97.8% |
| All | +202.3% | +276.6% | -74.3% | +115.3% |
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 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