+196.8%
ECL vs CASY
+553.2%
-356.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | +8.1% | +8.7% | -0.6% | +5.2% |
| 3M | +6.4% | -17.3% | +23.7% | +12.1% |
| 6M | +14.8% | -19.7% | +34.5% | +20.5% |
| YTD | +15.5% | +24.8% | -9.4% | +2.5% |
| 1Y | +20.1% | +31.9% | -11.8% | +4.2% |
| 3Y | +77.8% | +155.4% | -77.6% | +14.6% |
| 5Y | +37.9% | +250.6% | -212.7% | -24.2% |
| All | +196.8% | +553.2% | -356.4% | +35.1% |
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