+271.8%
ELV vs CASY
+464.4%
-192.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +0.9% | -17.2% | +18.1% | +6.0% |
| 30D | +7.2% | -24.4% | +31.5% | +15.3% |
| 3M | +3.4% | -31.4% | +34.8% | +14.2% |
| 6M | +48.6% | -8.9% | +57.5% | +48.7% |
| YTD | +20.6% | +13.8% | +6.7% | +12.1% |
| 1Y | +38.5% | +17.0% | +21.5% | +27.2% |
| 3Y | -2.4% | +163.1% | -165.5% | -35.0% |
| 5Y | +25.3% | +239.0% | -213.6% | -25.6% |
| All | +271.8% | +464.4% | -192.6% | +83.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling