+310.8%
ESI vs CASY
+551.3%
-240.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.9% |
| 7D | -3.5% | +3.6% | -7.0% | -4.7% |
| 30D | -9.3% | +7.2% | -16.5% | -11.7% |
| 3M | -12.8% | -16.9% | +4.1% | -8.1% |
| 6M | -24.6% | -19.3% | -5.3% | -20.9% |
| YTD | +32.7% | +25.6% | +7.1% | +16.7% |
| 1Y | +20.3% | +30.2% | -9.8% | +3.9% |
| 3Y | +80.2% | +154.9% | -74.7% | +14.8% |
| 5Y | +40.0% | +252.1% | -212.2% | -23.9% |
| 10Y | +310.8% | +535.8% | -225.1% | +83.0% |
| All | +310.8% | +551.3% | -240.5% | +83.0% |
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