-2.9%
ELV vs CASY
+155.2%
-158.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +1.1% | +3.6% | -2.5% | +0.8% |
| 30D | +1.3% | +7.2% | -5.9% | +0.8% |
| 3M | +6.6% | -16.9% | +23.5% | +7.9% |
| 6M | +11.6% | -19.3% | +30.9% | +13.9% |
| YTD | +21.1% | +25.6% | -4.6% | +16.1% |
| 1Y | +34.2% | +30.2% | +4.1% | +27.9% |
| 3Y | -2.9% | +154.9% | -157.8% | -16.5% |
| All | -2.9% | +155.2% | -158.1% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling