+364.2%
ELF vs CASY
+551.3%
-187.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +7.8% | +3.6% | +4.2% | +6.5% |
| 30D | +9.3% | +7.2% | +2.1% | +6.6% |
| 3M | +21.2% | -16.9% | +38.1% | +28.0% |
| 6M | +96.1% | -19.3% | +115.4% | +106.0% |
| YTD | +57.0% | +25.6% | +31.3% | +38.7% |
| 1Y | +61.9% | +30.2% | +31.7% | +40.7% |
| 3Y | +20.0% | +154.9% | -134.9% | -21.7% |
| 5Y | +284.8% | +252.1% | +32.6% | +118.5% |
| 10Y | +364.2% | +535.8% | -171.6% | +113.8% |
| All | +364.2% | +551.3% | -187.1% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling