+31.2%
EL vs CASY
+549.1%
-517.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.3% |
| 7D | +1.7% | -4.4% | +6.0% | +2.9% |
| 30D | +15.5% | -12.0% | +27.5% | +19.1% |
| 3M | +20.6% | -2.3% | +22.9% | +19.3% |
| 6M | +10.5% | +10.5% | -0.1% | +4.9% |
| YTD | -1.9% | +33.0% | -34.9% | -12.2% |
| 1Y | +16.1% | +41.1% | -25.1% | +1.5% |
| 3Y | -30.2% | +207.5% | -237.7% | -54.6% |
| 5Y | -67.4% | +290.7% | -358.1% | -80.9% |
| 10Y | +31.2% | +556.5% | -525.2% | -33.6% |
| All | +31.2% | +549.1% | -517.8% | -33.6% |
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