+24.6%
ESTC vs CASY
+492.9%
-468.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.6% |
| 7D | -3.6% | +5.0% | -8.5% | -5.0% |
| 30D | -11.2% | +8.2% | -19.4% | -13.4% |
| 3M | +14.3% | -18.2% | +32.5% | +20.4% |
| 6M | +67.0% | -18.6% | +85.6% | +74.2% |
| YTD | +15.7% | +26.8% | -11.1% | +2.2% |
| 1Y | -6.3% | +31.6% | -37.9% | -18.6% |
| 3Y | +14.5% | +156.5% | -142.0% | -24.9% |
| 5Y | -49.9% | +258.6% | -308.5% | -71.9% |
| All | +24.6% | +492.9% | -468.3% | -53.5% |
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 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