+81.7%
ESI vs CASY
+220.7%
-139.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -5.9% | -11.3% | +5.5% | -3.5% |
| 3M | -14.1% | -0.6% | -13.4% | -15.4% |
| 6M | +6.6% | +10.7% | -4.1% | +1.4% |
| YTD | +45.0% | +37.1% | +7.9% | +29.5% |
| 1Y | +41.5% | +52.3% | -10.8% | +21.6% |
| All | +81.7% | +220.7% | -139.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling