+313.8%
ELF vs CASY
+577.0%
-263.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +27.0% | -11.3% | +38.3% | +31.9% |
| 3M | +113.2% | -0.6% | +113.8% | +109.7% |
| 6M | +36.6% | +10.7% | +25.9% | +27.9% |
| YTD | +44.2% | +37.1% | +7.1% | +24.2% |
| 1Y | -18.0% | +52.3% | -70.3% | -32.5% |
| 3Y | -19.9% | +215.2% | -235.1% | -52.0% |
| 5Y | +257.7% | +276.5% | -18.8% | +98.4% |
| All | +313.8% | +577.0% | -263.1% | +89.5% |
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