+730.7%
EXPE vs CASY
+3,666.9%
-2,936.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -9.3% | +1.1% | -10.4% | -9.8% |
| 30D | +0.1% | +8.7% | -8.5% | -2.9% |
| 3M | -15.3% | -17.3% | +2.0% | -10.3% |
| 6M | +5.5% | -19.7% | +25.2% | +10.5% |
| YTD | -8.0% | +24.8% | -32.8% | -19.3% |
| 1Y | +18.9% | +31.9% | -13.0% | +1.8% |
| 3Y | +135.5% | +155.4% | -19.8% | +50.9% |
| 5Y | +44.3% | +250.6% | -206.3% | -20.1% |
| 10Y | +117.7% | +556.8% | -439.1% | -6.9% |
| All | +730.7% | +3,666.9% | -2,936.2% | +74.9% |
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