+35.6%
ESI vs CASY
+250.1%
-214.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -8.5% | +1.1% | -9.6% | -8.8% |
| 30D | -15.7% | +8.7% | -24.4% | -17.8% |
| 3M | -18.2% | -17.3% | -0.9% | -14.4% |
| 6M | -28.8% | -19.7% | -9.1% | -25.4% |
| YTD | +26.3% | +24.8% | +1.4% | +11.7% |
| 1Y | +18.2% | +31.9% | -13.7% | +2.1% |
| 3Y | +68.1% | +155.4% | -87.3% | +6.2% |
| All | +35.6% | +250.1% | -214.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling