+321.6%
ESI vs CASY
+550.0%
-228.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +8.3% | +2.5% | +5.8% | +7.5% |
| 30D | -10.4% | +10.2% | -20.6% | -13.7% |
| 3M | -13.2% | -15.7% | +2.5% | -8.8% |
| 6M | -23.9% | -18.4% | -5.5% | -20.4% |
| YTD | +34.2% | +28.3% | +5.9% | +17.1% |
| 1Y | +22.2% | +32.6% | -10.3% | +5.0% |
| 3Y | +79.2% | +159.5% | -80.3% | +13.4% |
| 5Y | +38.1% | +263.9% | -225.8% | -25.9% |
| All | +321.6% | +550.0% | -228.4% | +83.4% |
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