+202.3%
ECL vs CASY
+555.0%
-352.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +2.9% | +3.6% | -0.7% | +1.7% |
| 30D | +7.5% | +9.1% | -1.6% | +4.5% |
| 3M | +12.2% | -16.5% | +28.8% | +18.1% |
| 6M | +24.6% | -19.7% | +44.3% | +31.1% |
| YTD | +18.8% | +29.3% | -10.5% | +4.2% |
| 1Y | +19.3% | +33.1% | -13.8% | +3.3% |
| 3Y | +78.2% | +158.5% | -80.3% | +14.6% |
| 5Y | +38.8% | +266.7% | -227.9% | -25.1% |
| All | +202.3% | +555.0% | -352.8% | +34.0% |
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 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