+238.8%
EQX vs CASY
+408.6%
-169.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +1.9% |
| 7D | -3.2% | -18.6% | +15.4% | -0.8% |
| 30D | +7.8% | -26.6% | +34.4% | +12.0% |
| 3M | +21.3% | -32.8% | +54.1% | +27.5% |
| 6M | -22.4% | -10.0% | -12.4% | -22.8% |
| YTD | -11.3% | +11.6% | -22.9% | -14.9% |
| 1Y | +13.5% | +11.5% | +2.0% | +8.9% |
| 3Y | +162.1% | +160.7% | +1.5% | +120.9% |
| 5Y | +84.2% | +232.4% | -148.2% | +52.1% |
| All | +238.8% | +408.6% | -169.8% | +274.2% |
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