+96.5%
ENB vs CASY
+549.1%
-452.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.6% |
| 30D | -0.2% | -12.0% | +11.8% | +2.7% |
| 3M | -7.5% | -2.3% | -5.2% | -7.9% |
| 6M | -4.1% | +10.5% | -14.7% | -7.8% |
| YTD | +9.8% | +33.0% | -23.2% | +0.5% |
| 1Y | +8.7% | +41.1% | -32.4% | -2.3% |
| 3Y | +79.0% | +207.5% | -128.5% | +26.1% |
| 5Y | +69.1% | +290.7% | -221.6% | +8.8% |
| 10Y | +96.5% | +556.5% | -460.0% | +9.0% |
| All | +96.5% | +549.1% | -452.6% | +9.0% |
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