+247.9%
EFV vs CASY
+4,021.0%
-3,773.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.7% |
| 7D | -1.0% | +5.8% | -6.8% | -2.6% |
| 30D | +3.1% | +10.7% | -7.6% | 0.0% |
| 3M | -1.2% | -13.9% | +12.6% | +2.3% |
| 6M | +5.6% | -18.4% | +24.1% | +9.9% |
| YTD | +15.8% | +29.6% | -13.8% | +4.5% |
| 1Y | +20.0% | +32.8% | -12.8% | +7.3% |
| 3Y | +91.0% | +162.3% | -71.3% | +35.2% |
| 5Y | +93.7% | +265.0% | -171.4% | +21.3% |
| 10Y | +160.9% | +555.4% | -394.4% | +30.0% |
| All | +247.9% | +4,021.0% | -3,773.1% | -13.6% |
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 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