+30,870.6%
EXPD vs CASY
+33,122.1%
-2,251.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.6% | -5.0% |
| 7D | -4.8% | +1.8% | -6.6% | -5.3% |
| 30D | -1.5% | +11.2% | -12.7% | -4.1% |
| 3M | +4.1% | -19.1% | +23.2% | +8.7% |
| 6M | +24.0% | -19.9% | +43.9% | +28.6% |
| YTD | +27.4% | +25.2% | +2.2% | +18.0% |
| 1Y | +38.4% | +31.6% | +6.8% | +26.5% |
| 3Y | +73.2% | +155.4% | -82.2% | +32.0% |
| 5Y | +59.9% | +251.5% | -191.7% | +11.7% |
| 10Y | +319.9% | +558.6% | -238.7% | +145.0% |
| All | +30,870.6% | +33,122.1% | -2,251.5% | +8,645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling