-33.4%
ELAN vs CASY
+505.0%
-538.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | +0.3% | -4.4% | +4.6% | +1.4% |
| 30D | +8.4% | -12.0% | +20.4% | +12.0% |
| 3M | +1.2% | -2.3% | +3.6% | +0.2% |
| 6M | +2.6% | +10.5% | -7.9% | -2.7% |
| YTD | +5.9% | +33.0% | -27.1% | -5.4% |
| 1Y | +25.8% | +41.1% | -15.3% | +9.7% |
| 3Y | +106.8% | +207.5% | -100.7% | +34.1% |
| 5Y | -29.3% | +290.7% | -320.0% | -58.8% |
| All | -33.4% | +505.0% | -538.4% | -66.7% |
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 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