+41.0%
EFX vs CASY
+468.0%
-427.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.2% | +2.1% |
| 7D | -9.4% | -16.5% | +7.2% | -4.7% |
| 30D | -6.9% | -26.4% | +19.5% | +1.4% |
| 3M | +0.1% | -17.3% | +17.4% | +3.9% |
| 6M | -17.3% | -5.2% | -12.1% | -18.7% |
| YTD | -21.8% | +14.1% | -35.9% | -28.1% |
| 1Y | -32.5% | +16.6% | -49.1% | -38.6% |
| 3Y | -12.3% | +163.7% | -176.1% | -41.6% |
| 5Y | -36.6% | +231.3% | -267.9% | -61.6% |
| 10Y | +41.0% | +462.9% | -421.9% | -28.0% |
| All | +41.0% | +468.0% | -427.0% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling