-32.0%
EFX vs CASY
+253.8%
-285.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -2.2% | +3.6% | -5.8% | -3.0% |
| 30D | +29.2% | +7.2% | +22.0% | +26.9% |
| 3M | +3.5% | -16.9% | +20.4% | +7.8% |
| 6M | +7.8% | -19.3% | +27.1% | +12.5% |
| YTD | -12.4% | +25.6% | -38.1% | -22.4% |
| 1Y | -8.2% | +30.2% | -38.4% | -19.9% |
| 3Y | +4.7% | +154.9% | -150.2% | -31.6% |
| 5Y | -32.0% | +252.1% | -284.2% | -63.6% |
| All | -32.0% | +253.8% | -285.8% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling