+855.0%
EXPE vs CASY
+4,037.9%
-3,182.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -6.6% | -11.3% | +4.7% | -2.7% |
| 3M | +31.4% | -0.6% | +32.0% | +28.6% |
| 6M | +35.2% | +10.7% | +24.5% | +25.9% |
| YTD | +5.8% | +37.1% | -31.3% | -9.6% |
| 1Y | +38.7% | +52.3% | -13.6% | +13.3% |
| 3Y | +175.8% | +215.2% | -39.4% | +63.8% |
| 5Y | +111.8% | +276.5% | -164.6% | +15.2% |
| 10Y | +179.7% | +508.4% | -328.6% | +23.8% |
| All | +855.0% | +4,037.9% | -3,182.9% | +96.0% |
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