+115.9%
EXPE vs CASY
+539.5%
-423.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -11.2% | +5.0% | -16.2% | -12.7% |
| 30D | -7.5% | +8.2% | -15.6% | -9.9% |
| 3M | -19.1% | -18.2% | -0.9% | -14.1% |
| 6M | +10.7% | -18.6% | +29.3% | +15.6% |
| YTD | -9.9% | +26.8% | -36.7% | -22.3% |
| 1Y | -4.6% | +31.6% | -36.2% | -19.3% |
| 3Y | +116.8% | +156.5% | -39.7% | +31.6% |
| 5Y | +38.6% | +258.6% | -220.1% | -30.4% |
| 10Y | +115.9% | +550.3% | -434.4% | -7.5% |
| All | +115.9% | +539.5% | -423.6% | -7.5% |
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 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