+10.8%
EIX vs CASY
+30.1%
-19.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.7% | +3.6% | -2.9% | +0.4% |
| 30D | +8.8% | +7.2% | +1.6% | +8.0% |
| 3M | -10.9% | -16.9% | +6.0% | -10.2% |
| 6M | -10.3% | -19.3% | +9.0% | -9.1% |
| YTD | +5.8% | +25.6% | -19.8% | +6.9% |
| All | +10.8% | +30.1% | -19.3% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling