+55.3%
EL vs CASY
+553.2%
-497.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +16.5% | +8.7% | +7.8% | +14.0% |
| 3M | +29.2% | -17.3% | +46.5% | +34.8% |
| 6M | +27.9% | -19.7% | +47.6% | +33.2% |
| YTD | +6.2% | +24.8% | -18.6% | -3.7% |
| 1Y | +27.2% | +31.9% | -4.7% | +12.9% |
| 3Y | +3.2% | +155.4% | -152.2% | -28.6% |
| 5Y | -66.0% | +250.6% | -316.6% | -79.4% |
| All | +55.3% | +553.2% | -497.9% | -21.7% |
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