+49.5%
EQT vs CASY
+464.4%
-414.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.2% | -17.2% | +16.1% | +5.2% |
| 30D | +1.1% | -24.4% | +25.5% | +10.9% |
| 3M | +4.8% | -31.4% | +36.2% | +18.9% |
| 6M | -10.6% | -8.9% | -1.7% | -10.4% |
| YTD | +3.4% | +13.8% | -10.4% | -5.8% |
| 1Y | +8.7% | +17.0% | -8.3% | -2.7% |
| 3Y | +35.0% | +163.1% | -128.2% | -20.2% |
| 5Y | +204.2% | +239.0% | -34.7% | +53.9% |
| All | +49.5% | +464.4% | -414.9% | -42.4% |
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