+334.3%
EXPD vs CASY
+565.2%
-230.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.4% |
| 7D | -1.6% | +5.8% | -7.4% | -2.8% |
| 30D | +0.6% | +10.7% | -10.1% | -1.7% |
| 3M | +9.8% | -13.9% | +23.7% | +13.0% |
| 6M | +25.8% | -18.4% | +44.2% | +30.1% |
| YTD | +31.3% | +29.6% | +1.6% | +19.7% |
| 1Y | +40.9% | +32.8% | +8.1% | +27.4% |
| 3Y | +74.7% | +162.3% | -87.5% | +26.6% |
| 5Y | +62.9% | +265.0% | -202.2% | +5.0% |
| 10Y | +334.3% | +555.4% | -221.0% | +141.5% |
| All | +334.3% | +565.2% | -230.8% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling