+24.5%
ED vs CASY
+30.1%
-5.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.1% | +3.6% | -3.7% | -0.3% |
| 30D | +11.6% | +7.2% | +4.4% | +11.1% |
| 3M | +10.5% | -16.9% | +27.5% | +11.4% |
| 6M | +13.2% | -19.3% | +32.6% | +14.0% |
| YTD | +22.1% | +25.6% | -3.5% | +21.0% |
| All | +24.5% | +30.1% | -5.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling