+37.8%
ECL vs CASY
+250.1%
-212.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +8.1% | +8.7% | -0.6% | +6.2% |
| 3M | +6.4% | -17.3% | +23.7% | +10.2% |
| 6M | +14.8% | -19.7% | +34.5% | +19.1% |
| YTD | +15.5% | +24.8% | -9.4% | +4.8% |
| 1Y | +20.1% | +31.9% | -11.8% | +7.1% |
| 3Y | +77.8% | +155.4% | -77.6% | +22.6% |
| All | +37.8% | +250.1% | -212.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling