+23.4%
ELAN vs CASY
+14.3%
+9.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.3% |
| 7D | -5.4% | -18.6% | +13.2% | -5.7% |
| 30D | +4.7% | -26.6% | +31.3% | +3.8% |
| 3M | -3.7% | -32.8% | +29.1% | -5.0% |
| 6M | -1.2% | -10.0% | +8.8% | -3.4% |
| YTD | +2.4% | +11.6% | -9.2% | +1.3% |
| 1Y | +23.4% | +11.5% | +11.9% | +22.6% |
| All | +23.4% | +14.3% | +9.1% | +22.6% |
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 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