+97.2%
EFV vs CASY
+274.3%
-177.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | +1.0% | -4.4% | +5.3% | +1.7% |
| 30D | +0.2% | -12.0% | +12.2% | +2.1% |
| 3M | +9.6% | -2.3% | +12.0% | +9.0% |
| 6M | +14.0% | +10.5% | +3.5% | +10.5% |
| YTD | +18.5% | +33.0% | -14.6% | +10.7% |
| 1Y | +27.9% | +41.1% | -13.2% | +17.8% |
| 3Y | +92.4% | +207.5% | -115.1% | +48.3% |
| 5Y | +97.2% | +290.7% | -193.6% | +39.5% |
| All | +97.2% | +274.3% | -177.1% | +39.5% |
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