+1,582.2%
EL vs CASY
+8,749.6%
-7,167.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.8% | -11.3% | +31.2% | +22.5% |
| 3M | +25.7% | -0.6% | +26.4% | +24.6% |
| 6M | +5.4% | +10.7% | -5.3% | +1.9% |
| YTD | +0.2% | +37.1% | -36.9% | -7.4% |
| 1Y | +20.4% | +52.3% | -31.9% | +8.5% |
| 3Y | -32.1% | +215.2% | -247.3% | -48.4% |
| 5Y | -67.2% | +276.5% | -343.7% | -76.1% |
| 10Y | +31.7% | +508.4% | -476.6% | -14.2% |
| All | +1,582.2% | +8,749.6% | -7,167.4% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling