+197.5%
ECL vs CASY
+550.0%
-352.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.5% | +2.5% | -2.9% | -1.2% |
| 30D | +6.6% | +10.2% | -3.7% | +3.2% |
| 3M | +9.6% | -15.7% | +25.3% | +14.9% |
| 6M | +21.6% | -18.4% | +40.0% | +27.1% |
| YTD | +16.9% | +28.3% | -11.4% | +2.8% |
| 1Y | +17.9% | +32.6% | -14.7% | +2.2% |
| 3Y | +76.5% | +159.5% | -83.0% | +13.2% |
| 5Y | +36.6% | +263.9% | -227.3% | -26.1% |
| All | +197.5% | +550.0% | -352.5% | +32.3% |
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