+2,511.7%
ED vs CASY
+33,122.1%
-30,610.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.7% |
| 7D | +5.2% | +1.8% | +3.3% | +4.9% |
| 30D | +15.5% | +11.2% | +4.3% | +14.0% |
| 3M | +13.0% | -19.1% | +32.1% | +15.7% |
| 6M | +13.1% | -19.9% | +33.0% | +15.5% |
| YTD | +25.3% | +25.2% | +0.1% | +20.8% |
| 1Y | +30.5% | +31.6% | -1.1% | +25.0% |
| 3Y | +49.3% | +155.4% | -106.1% | +30.3% |
| 5Y | +84.6% | +251.5% | -167.0% | +53.8% |
| 10Y | +135.4% | +558.6% | -423.2% | +81.2% |
| All | +2,511.7% | +33,122.1% | -30,610.4% | +1,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling