+62.8%
EXPD vs CASY
+276.6%
-213.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.1% | -11.3% | +15.4% | +6.1% |
| 3M | +17.9% | -0.6% | +18.5% | +17.2% |
| 6M | +29.2% | +10.7% | +18.5% | +25.1% |
| YTD | +27.4% | +37.1% | -9.8% | +17.2% |
| 1Y | +56.8% | +52.3% | +4.5% | +40.3% |
| 3Y | +68.0% | +215.2% | -147.1% | +17.6% |
| All | +62.8% | +276.6% | -213.9% | +2.3% |
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