+338.7%
ELF vs CASY
+565.2%
-226.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.8% |
| 7D | +4.3% | +5.8% | -1.6% | +2.3% |
| 30D | +7.7% | +10.7% | -2.9% | +4.0% |
| 3M | +24.7% | -13.9% | +38.6% | +30.2% |
| 6M | +114.6% | -18.4% | +133.1% | +125.0% |
| YTD | +55.8% | +29.6% | +26.2% | +36.2% |
| 1Y | +51.9% | +32.8% | +19.1% | +31.3% |
| 3Y | +24.6% | +162.3% | -137.7% | -19.5% |
| 5Y | +279.2% | +265.0% | +14.2% | +112.9% |
| 10Y | +338.7% | +555.4% | -216.6% | +99.4% |
| All | +338.7% | +565.2% | -226.4% | +99.4% |
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