+255.8%
ELV vs CASY
+555.0%
-299.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +1.0% | +3.6% | -2.6% | 0.0% |
| 30D | +0.4% | +9.1% | -8.7% | -2.0% |
| 3M | +8.4% | -16.5% | +24.9% | +13.3% |
| 6M | +8.4% | -19.7% | +28.1% | +13.6% |
| YTD | +24.4% | +29.3% | -4.9% | +11.6% |
| 1Y | +33.5% | +33.1% | +0.4% | +18.3% |
| 3Y | -2.1% | +158.5% | -160.6% | -32.9% |
| 5Y | +5.8% | +266.7% | -260.9% | -37.8% |
| All | +255.8% | +555.0% | -299.2% | +75.7% |
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