+51.7%
ELF vs CASY
+32.0%
+19.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | +10.6% | +8.7% | +1.9% | +10.0% |
| 3M | +25.8% | -17.3% | +43.1% | +26.1% |
| 6M | +89.1% | -19.7% | +108.8% | +87.3% |
| YTD | +52.7% | +24.8% | +27.9% | +40.7% |
| 1Y | +51.7% | +31.9% | +19.8% | +43.4% |
| All | +51.7% | +32.0% | +19.7% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling