+248.0%
EFV vs CASY
+3,930.8%
-3,682.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.1% | +5.0% | -2.8% | +0.7% |
| 30D | +3.1% | +8.2% | -5.1% | +0.7% |
| 3M | -1.3% | -18.2% | +16.9% | +3.8% |
| 6M | +6.0% | -18.6% | +24.6% | +10.3% |
| YTD | +15.8% | +26.8% | -11.0% | +5.2% |
| 1Y | +21.1% | +31.6% | -10.5% | +8.5% |
| 3Y | +91.0% | +156.5% | -65.5% | +36.1% |
| 5Y | +94.3% | +258.6% | -164.3% | +22.3% |
| 10Y | +160.4% | +550.3% | -389.8% | +29.9% |
| All | +248.0% | +3,930.8% | -3,682.8% | -13.0% |
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