+6,877.4%
EFX vs CASY
+33,247.3%
-26,369.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -2.2% | +3.6% | -5.8% | -2.9% |
| 30D | +29.2% | +7.2% | +22.0% | +27.3% |
| 3M | +3.5% | -16.9% | +20.4% | +7.1% |
| 6M | +7.8% | -19.3% | +27.1% | +11.3% |
| YTD | -12.4% | +25.6% | -38.1% | -18.2% |
| 1Y | -8.2% | +30.2% | -38.4% | -15.1% |
| 3Y | +4.7% | +154.9% | -150.2% | -17.1% |
| 5Y | -32.0% | +252.1% | -284.2% | -50.1% |
| 10Y | +69.1% | +535.8% | -466.8% | +8.0% |
| All | +6,877.4% | +33,247.3% | -26,369.9% | +2,196.0% |
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