+323.0%
EXPD vs CASY
+539.5%
-216.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -7.4% | +5.0% | -12.4% | -8.4% |
| 30D | -2.1% | +8.2% | -10.3% | -3.9% |
| 3M | +5.7% | -18.2% | +23.9% | +10.0% |
| 6M | +21.4% | -18.6% | +40.0% | +25.5% |
| YTD | +27.6% | +26.8% | +0.8% | +16.9% |
| 1Y | +36.1% | +31.6% | +4.5% | +23.2% |
| 3Y | +69.9% | +156.5% | -86.6% | +23.7% |
| 5Y | +59.7% | +258.6% | -198.9% | +3.3% |
| 10Y | +323.0% | +550.3% | -227.2% | +136.1% |
| All | +323.0% | +539.5% | -216.4% | +136.1% |
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