+143.0%
ED vs CASY
+550.0%
-407.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +10.7% | +10.2% | +0.5% | +8.4% |
| 3M | +11.6% | -15.7% | +27.3% | +15.4% |
| 6M | +13.5% | -18.4% | +31.9% | +17.4% |
| YTD | +23.1% | +28.3% | -5.1% | +13.9% |
| 1Y | +23.1% | +32.6% | -9.5% | +12.7% |
| 3Y | +47.9% | +159.5% | -111.6% | +11.0% |
| 5Y | +83.9% | +263.9% | -180.0% | +22.6% |
| All | +143.0% | +550.0% | -407.0% | +44.3% |
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 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