+2,419.4%
ELV vs CASY
+7,404.2%
-4,984.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +4.2% | -11.3% | +15.5% | +7.2% |
| 3M | -0.1% | -0.6% | +0.6% | -1.1% |
| 6M | +41.3% | +10.7% | +30.5% | +35.6% |
| YTD | +17.4% | +37.1% | -19.7% | +6.6% |
| 1Y | +35.1% | +52.3% | -17.2% | +18.9% |
| 3Y | -3.2% | +215.2% | -218.4% | -31.3% |
| 5Y | +15.6% | +276.5% | -260.9% | -22.3% |
| 10Y | +276.8% | +508.4% | -231.6% | +119.2% |
| All | +2,419.4% | +7,404.2% | -4,984.8% | +604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling