+224.6%
ESI vs CASY
+1,028.1%
-803.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -14.1% | -0.6% | -13.4% | -15.6% |
| 6M | +6.6% | +10.7% | -4.1% | +0.6% |
| YTD | +45.0% | +37.1% | +7.9% | +26.8% |
| 1Y | +41.5% | +52.3% | -10.8% | +18.5% |
| 3Y | +78.8% | +215.2% | -136.4% | +12.0% |
| 5Y | +70.9% | +276.5% | -205.6% | -1.0% |
| 10Y | +317.1% | +508.4% | -191.3% | +102.8% |
| All | +224.6% | +1,028.1% | -803.5% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling