+60.3%
EXPD vs CASY
+253.8%
-193.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -5.5% | +3.6% | -9.1% | -6.0% |
| 30D | -1.9% | +7.2% | -9.1% | -2.9% |
| 3M | +6.1% | -16.9% | +23.0% | +8.9% |
| 6M | +21.6% | -19.3% | +41.0% | +25.1% |
| YTD | +27.9% | +25.6% | +2.2% | +18.9% |
| 1Y | +39.4% | +30.2% | +9.2% | +28.3% |
| 3Y | +72.7% | +154.9% | -82.2% | +28.1% |
| 5Y | +60.3% | +252.1% | -191.8% | +2.5% |
| All | +60.3% | +253.8% | -193.4% | +2.5% |
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 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