+314.5%
ELF vs CASY
+518.0%
-203.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.1% |
| 7D | -2.7% | +1.8% | -4.6% | -3.4% |
| 30D | +6.9% | +11.2% | -4.3% | +3.0% |
| 3M | +27.2% | -19.1% | +46.3% | +35.6% |
| 6M | +84.9% | -19.9% | +104.8% | +94.7% |
| YTD | +44.5% | +25.2% | +19.3% | +27.7% |
| 1Y | -6.8% | +31.6% | -38.4% | -19.4% |
| 3Y | +14.2% | +155.4% | -141.2% | -25.9% |
| 5Y | +250.6% | +251.5% | -0.9% | +98.2% |
| 10Y | +318.0% | +558.6% | -240.6% | +85.6% |
| All | +314.5% | +518.0% | -203.5% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling