+2.7%
EL vs CASY
+159.8%
-157.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +10.8% | +10.2% | +0.6% | +10.2% |
| 3M | +26.5% | -15.7% | +42.2% | +27.2% |
| 6M | +31.1% | -18.4% | +49.5% | +32.4% |
| YTD | +6.6% | +28.3% | -21.6% | +2.4% |
| 1Y | +21.8% | +32.6% | -10.7% | +16.3% |
| All | +2.7% | +159.8% | -157.1% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling