+157.9%
EQX vs CASY
+163.1%
-5.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -5.0% |
| 7D | -7.0% | -17.2% | +10.2% | -4.7% |
| 30D | +4.8% | -24.4% | +29.2% | +8.9% |
| 3M | +25.6% | -31.4% | +57.0% | +32.7% |
| 6M | -25.8% | -8.9% | -16.9% | -27.5% |
| YTD | -12.7% | +13.8% | -26.6% | -19.6% |
| 1Y | +14.1% | +17.0% | -2.9% | +4.2% |
| All | +157.9% | +163.1% | -5.2% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling