+252.7%
ELV vs CASY
+465.7%
-212.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +2.7% |
| 7D | -2.2% | -16.5% | +14.3% | +2.5% |
| 30D | -0.2% | -26.4% | +26.2% | +8.2% |
| 3M | -6.1% | -17.3% | +11.2% | -2.7% |
| 6M | +42.8% | -5.2% | +48.0% | +41.1% |
| YTD | +14.4% | +14.1% | +0.3% | +6.3% |
| 1Y | +28.6% | +16.6% | +12.0% | +18.2% |
| 3Y | -7.4% | +163.7% | -171.1% | -38.4% |
| 5Y | +14.5% | +231.3% | -216.8% | -31.4% |
| All | +252.7% | +465.7% | -212.9% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling