+45.0%
ED vs CASY
+154.1%
-109.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.6% | +1.1% | +0.6% | +1.6% |
| 30D | +13.3% | +8.7% | +4.6% | +12.6% |
| 3M | +9.7% | -17.3% | +27.0% | +11.1% |
| 6M | +12.8% | -19.7% | +32.5% | +14.2% |
| YTD | +22.3% | +24.8% | -2.5% | +19.3% |
| 1Y | +26.3% | +31.9% | -5.6% | +22.6% |
| 3Y | +45.0% | +155.4% | -110.4% | +31.0% |
| All | +45.0% | +154.1% | -109.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling