+273.0%
ELF vs CASY
+266.7%
+6.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | +1.6% | +3.6% | -2.0% | +0.5% |
| 30D | +9.1% | +9.1% | +0.1% | +6.0% |
| 3M | +28.2% | -16.5% | +44.7% | +35.2% |
| 6M | +119.5% | -19.7% | +139.2% | +132.1% |
| YTD | +55.2% | +29.3% | +25.9% | +32.8% |
| 1Y | +58.6% | +33.1% | +25.5% | +33.6% |
| 3Y | +21.3% | +158.5% | -137.2% | -28.9% |
| All | +273.0% | +266.7% | +6.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling