+12,781.7%
ECL vs CASY
+36,294.0%
-23,512.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -2.2% | -11.3% | +9.2% | +0.1% |
| 3M | +10.1% | -0.6% | +10.8% | +9.2% |
| 6M | -5.7% | +10.7% | -16.5% | -8.8% |
| YTD | +7.0% | +37.1% | -30.2% | -1.0% |
| 1Y | +2.7% | +52.3% | -49.6% | -7.2% |
| 3Y | +57.7% | +215.2% | -157.5% | +20.9% |
| 5Y | +31.1% | +276.5% | -245.4% | -3.4% |
| 10Y | +150.9% | +508.4% | -357.5% | +66.7% |
| All | +12,781.7% | +36,294.0% | -23,512.4% | +4,490.0% |
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 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