+165.3%
EFV vs CASY
+468.0%
-302.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +2.4% |
| 7D | -0.5% | -16.5% | +16.0% | +3.4% |
| 30D | 0.0% | -26.4% | +26.4% | +6.9% |
| 3M | +8.4% | -17.3% | +25.7% | +11.7% |
| 6M | +12.3% | -5.2% | +17.5% | +11.4% |
| YTD | +17.4% | +14.1% | +3.3% | +10.8% |
| 1Y | +27.1% | +16.6% | +10.5% | +19.0% |
| 3Y | +90.7% | +163.7% | -73.0% | +39.6% |
| 5Y | +95.6% | +231.3% | -135.7% | +31.5% |
| 10Y | +165.3% | +462.9% | -297.6% | +55.6% |
| All | +165.3% | +468.0% | -302.7% | +55.6% |
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