-8.8%
EFX vs CASY
+31.3%
-40.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.3% | +5.0% | -4.7% | +0.3% |
| 30D | +29.1% | +8.2% | +20.9% | +29.2% |
| 3M | +4.3% | -18.2% | +22.4% | +2.9% |
| 6M | +7.7% | -18.6% | +26.3% | +7.1% |
| YTD | -12.5% | +26.8% | -39.3% | -16.1% |
| 1Y | -8.8% | +31.6% | -40.4% | -15.0% |
| All | -8.8% | +31.3% | -40.1% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling