+306.8%
ESI vs CASY
+549.1%
-242.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.6% |
| 7D | +5.4% | -4.4% | +9.7% | +7.0% |
| 30D | -4.2% | -12.0% | +7.9% | 0.0% |
| 3M | -9.6% | -2.3% | -7.3% | -11.0% |
| 6M | +18.3% | +10.5% | +7.8% | +10.8% |
| YTD | +45.8% | +33.0% | +12.8% | +26.7% |
| 1Y | +39.2% | +41.1% | -2.0% | +17.4% |
| 3Y | +86.3% | +207.5% | -121.2% | +10.1% |
| 5Y | +76.2% | +290.7% | -214.5% | -7.6% |
| 10Y | +306.8% | +556.5% | -249.7% | +69.0% |
| All | +306.8% | +549.1% | -242.3% | +69.0% |
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