+134.3%
ED vs CASY
+551.3%
-417.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.1% | +3.6% | -3.7% | -0.8% |
| 30D | +11.6% | +7.2% | +4.4% | +9.9% |
| 3M | +10.5% | -16.9% | +27.5% | +14.5% |
| 6M | +13.2% | -19.3% | +32.6% | +17.3% |
| YTD | +22.1% | +25.6% | -3.5% | +13.5% |
| 1Y | +24.2% | +30.2% | -6.0% | +14.2% |
| 3Y | +46.9% | +154.9% | -108.0% | +10.7% |
| 5Y | +80.8% | +252.1% | -171.3% | +21.7% |
| 10Y | +134.3% | +535.8% | -401.6% | +38.5% |
| All | +134.3% | +551.3% | -417.1% | +38.5% |
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