+13,805.6%
ECL vs CASY
+33,031.0%
-19,225.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +6.4% | -17.3% | +23.7% | +9.9% |
| 6M | +14.8% | -19.7% | +34.5% | +18.3% |
| YTD | +15.5% | +24.8% | -9.4% | +8.5% |
| 1Y | +20.1% | +31.9% | -11.8% | +11.4% |
| 3Y | +77.8% | +155.4% | -77.6% | +42.0% |
| 5Y | +37.9% | +250.6% | -212.7% | +2.7% |
| 10Y | +202.7% | +556.8% | -354.2% | +98.5% |
| All | +13,805.6% | +33,031.0% | -19,225.5% | +4,930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling