-9.9%
EFX vs CASY
+220.7%
-230.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | +0.1% | -11.3% | +11.5% | +2.0% |
| 3M | +3.8% | -0.6% | +4.5% | +2.8% |
| 6M | -13.5% | +10.7% | -24.2% | -17.4% |
| YTD | -17.7% | +37.1% | -54.8% | -26.4% |
| 1Y | -25.6% | +52.3% | -77.9% | -35.9% |
| All | -9.9% | +220.7% | -230.6% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling