+101.8%
ED vs CASY
+568.7%
-466.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | -11.3% | +11.2% | +2.4% |
| 3M | +3.9% | -0.6% | +4.6% | +3.2% |
| 6M | -3.0% | +10.7% | -13.8% | -6.4% |
| YTD | +10.7% | +37.1% | -26.4% | +1.4% |
| 1Y | +13.3% | +52.3% | -39.0% | +0.9% |
| 3Y | +34.5% | +215.2% | -180.7% | -3.7% |
| 5Y | +67.1% | +276.5% | -209.3% | +11.8% |
| All | +101.8% | +568.7% | -466.9% | +19.0% |
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