+275.1%
ELF vs CASY
+250.1%
+25.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +4.0% | +1.1% | +2.9% | +3.6% |
| 30D | +10.6% | +8.7% | +1.9% | +7.5% |
| 3M | +25.8% | -17.3% | +43.1% | +33.0% |
| 6M | +89.1% | -19.7% | +108.8% | +98.8% |
| YTD | +52.7% | +24.8% | +27.9% | +32.2% |
| 1Y | +51.7% | +31.9% | +19.8% | +27.6% |
| 3Y | +14.2% | +155.4% | -141.2% | -33.2% |
| All | +275.1% | +250.1% | +25.0% | +69.8% |
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 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