+72.2%
EQX vs CASY
+229.6%
-157.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.0% |
| 7D | -3.2% | -18.6% | +15.4% | +0.3% |
| 30D | +7.8% | -26.6% | +34.4% | +13.9% |
| 3M | +21.3% | -32.8% | +54.1% | +30.4% |
| 6M | -22.4% | -10.0% | -12.4% | -23.5% |
| YTD | -11.3% | +11.6% | -22.9% | -17.7% |
| 1Y | +13.5% | +11.5% | +2.0% | +5.2% |
| 3Y | +162.1% | +160.7% | +1.5% | +87.4% |
| All | +72.2% | +229.6% | -157.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling