+300.1%
EXEL vs CASY
+9,627.5%
-9,327.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | +4.1% | -11.3% | +15.4% | +9.7% |
| 3M | +12.4% | -0.6% | +13.1% | +10.2% |
| 6M | +41.5% | +10.7% | +30.8% | +31.2% |
| YTD | +34.6% | +37.1% | -2.5% | +12.6% |
| 1Y | +57.9% | +52.3% | +5.6% | +25.2% |
| 3Y | +159.5% | +215.2% | -55.7% | +38.3% |
| 5Y | +198.5% | +276.5% | -78.0% | +41.3% |
| 10Y | +411.4% | +508.4% | -97.0% | +71.4% |
| All | +300.1% | +9,627.5% | -9,327.5% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling