+268.4%
ELV vs CASY
+539.5%
-271.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +3.8% | +5.0% | -1.1% | +2.5% |
| 30D | +4.1% | +8.2% | -4.1% | +1.8% |
| 3M | +8.5% | -18.2% | +26.7% | +14.1% |
| 6M | +14.6% | -18.6% | +33.2% | +19.5% |
| YTD | +24.4% | +26.8% | -2.4% | +12.2% |
| 1Y | +44.2% | +31.6% | +12.6% | +28.2% |
| 3Y | -1.4% | +156.5% | -157.9% | -32.5% |
| 5Y | +8.8% | +258.6% | -249.8% | -35.8% |
| 10Y | +268.4% | +550.3% | -281.9% | +80.3% |
| All | +268.4% | +539.5% | -271.1% | +80.3% |
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