-31.5%
ELAN vs CASY
+230.5%
-262.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -6.4% | -17.2% | +10.9% | -3.3% |
| 30D | +0.6% | -24.4% | +24.9% | +5.5% |
| 3M | 0.0% | -31.4% | +31.4% | +6.6% |
| 6M | -3.4% | -8.9% | +5.5% | -4.0% |
| YTD | +1.0% | +13.8% | -12.8% | -5.2% |
| 1Y | +24.7% | +17.0% | +7.8% | +15.9% |
| 3Y | +97.2% | +163.1% | -65.9% | +42.2% |
| 5Y | -31.5% | +239.0% | -270.5% | -55.7% |
| All | -31.5% | +230.5% | -262.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling