+196.5%
ECL vs CASY
+565.2%
-368.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -2.3% | +5.8% | -8.1% | -4.0% |
| 30D | +8.3% | +10.7% | -2.4% | +4.8% |
| 3M | +8.4% | -13.9% | +22.3% | +12.9% |
| 6M | +23.3% | -18.4% | +41.7% | +28.9% |
| YTD | +18.2% | +29.6% | -11.4% | +3.7% |
| 1Y | +18.8% | +32.8% | -14.1% | +3.0% |
| 3Y | +78.5% | +162.3% | -83.8% | +14.2% |
| 5Y | +40.1% | +265.0% | -225.0% | -24.1% |
| 10Y | +196.5% | +555.4% | -358.9% | +32.3% |
| All | +196.5% | +565.2% | -368.7% | +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