+258.3%
EFV vs CASY
+4,259.1%
-4,000.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +1.7% | -11.3% | +13.1% | +5.1% |
| 3M | +8.6% | -0.6% | +9.3% | +7.4% |
| 6M | +11.7% | +10.7% | +1.0% | +6.5% |
| YTD | +19.3% | +37.1% | -17.8% | +6.6% |
| 1Y | +30.2% | +52.3% | -22.1% | +12.3% |
| 3Y | +91.6% | +215.2% | -123.6% | +28.6% |
| 5Y | +96.4% | +276.5% | -180.1% | +22.6% |
| 10Y | +166.5% | +508.4% | -341.9% | +36.7% |
| All | +258.3% | +4,259.1% | -4,000.8% | -11.9% |
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