+93.9%
EFV vs CASY
+266.7%
-172.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +2.5% | +3.6% | -1.0% | +2.0% |
| 30D | +2.9% | +9.1% | -6.1% | +1.6% |
| 3M | -1.4% | -16.5% | +15.1% | +1.0% |
| 6M | +5.5% | -19.7% | +25.2% | +8.7% |
| YTD | +16.1% | +29.3% | -13.2% | +8.7% |
| 1Y | +20.3% | +33.1% | -12.9% | +11.8% |
| 3Y | +90.4% | +158.5% | -68.1% | +52.7% |
| All | +93.9% | +266.7% | -172.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling