+174.2%
EXPE vs CASY
+215.7%
-41.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -6.6% | -11.3% | +4.7% | -5.8% |
| 3M | +31.4% | -0.6% | +32.0% | +30.3% |
| 6M | +35.2% | +10.7% | +24.5% | +30.3% |
| YTD | +5.8% | +37.1% | -31.3% | -3.2% |
| 1Y | +38.7% | +52.3% | -13.6% | +23.2% |
| All | +174.2% | +215.7% | -41.6% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling