+11,799.4%
ENB vs CASY
+36,294.0%
-24,494.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.2% | -11.3% | +9.1% | -0.9% |
| 3M | -10.5% | -0.6% | -9.9% | -10.8% |
| 6M | -5.1% | +10.7% | -15.8% | -6.7% |
| YTD | +9.0% | +37.1% | -28.2% | +4.4% |
| 1Y | +8.2% | +52.3% | -44.1% | +2.3% |
| 3Y | +67.8% | +215.2% | -147.4% | +44.3% |
| 5Y | +69.4% | +276.5% | -207.1% | +42.0% |
| 10Y | +117.5% | +508.4% | -390.8% | +71.7% |
| All | +11,799.4% | +36,294.0% | -24,494.7% | +7,698.7% |
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 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