+6,459.5%
EFX vs CASY
+36,294.0%
-29,834.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +3.8% | -0.6% | +4.5% | +3.0% |
| 6M | -13.5% | +10.7% | -24.2% | -16.5% |
| YTD | -17.7% | +37.1% | -54.8% | -24.3% |
| 1Y | -25.6% | +52.3% | -77.9% | -33.3% |
| 3Y | -12.1% | +215.2% | -227.3% | -33.4% |
| 5Y | -33.8% | +276.5% | -310.3% | -52.0% |
| 10Y | +45.1% | +508.4% | -463.2% | -6.5% |
| All | +6,459.5% | +36,294.0% | -29,834.5% | +2,025.0% |
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