+17.6%
EIX vs CASY
+568.7%
-551.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -19.1% | +0.1% | -19.2% | -19.0% |
| 30D | -16.9% | -11.3% | -5.6% | -14.3% |
| 3M | -20.0% | -0.6% | -19.4% | -20.7% |
| 6M | -21.3% | +10.7% | -32.0% | -24.6% |
| YTD | -1.7% | +37.1% | -38.8% | -11.5% |
| 1Y | +9.6% | +52.3% | -42.7% | -4.7% |
| 3Y | -3.7% | +215.2% | -218.9% | -34.8% |
| 5Y | +22.6% | +276.5% | -253.9% | -23.2% |
| All | +17.6% | +568.7% | -551.1% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling