+251.1%
EQX vs CASY
+419.8%
-168.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.2% | +15.9% | +3.5% |
| 7D | +1.7% | -16.5% | +18.3% | +4.0% |
| 30D | +11.1% | -26.4% | +37.5% | +15.4% |
| 3M | +23.1% | -17.3% | +40.4% | +24.5% |
| 6M | -21.8% | -5.2% | -16.6% | -22.8% |
| YTD | -8.1% | +14.1% | -22.2% | -12.0% |
| 1Y | +29.7% | +16.6% | +13.1% | +23.6% |
| 3Y | +179.9% | +163.7% | +16.2% | +135.5% |
| 5Y | +82.5% | +231.3% | -148.8% | +50.5% |
| All | +251.1% | +419.8% | -168.7% | +286.7% |
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