+286.6%
ELF vs CASY
+550.0%
-263.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.5% |
| 30D | +5.0% | +10.2% | -5.3% | +1.5% |
| 3M | +22.6% | -15.7% | +38.3% | +28.9% |
| 6M | +104.0% | -18.4% | +122.3% | +113.6% |
| YTD | +49.3% | +28.3% | +21.0% | +31.2% |
| 1Y | +46.0% | +32.6% | +13.5% | +26.4% |
| 3Y | +19.4% | +159.5% | -140.1% | -22.2% |
| 5Y | +262.0% | +263.9% | -1.9% | +104.6% |
| All | +286.6% | +550.0% | -263.4% | +84.2% |
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