+301.7%
EXPD vs CASY
+553.2%
-251.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -7.2% | +1.1% | -8.3% | -7.4% |
| 30D | -3.3% | +8.7% | -12.0% | -5.1% |
| 3M | +3.4% | -17.3% | +20.7% | +7.3% |
| 6M | +22.7% | -19.7% | +42.4% | +27.2% |
| YTD | +24.5% | +24.8% | -0.3% | +14.5% |
| 1Y | +38.6% | +31.9% | +6.8% | +25.3% |
| 3Y | +71.5% | +155.4% | -83.9% | +25.0% |
| 5Y | +56.2% | +250.6% | -194.3% | +1.9% |
| All | +301.7% | +553.2% | -251.5% | +125.8% |
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