+24.7%
ESTC vs CASY
+506.2%
-481.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.6% |
| 7D | -2.6% | +5.8% | -8.5% | -4.3% |
| 30D | -8.6% | +10.7% | -19.3% | -11.4% |
| 3M | +14.4% | -13.9% | +28.2% | +18.6% |
| 6M | +73.3% | -18.4% | +91.7% | +80.9% |
| YTD | +15.7% | +29.6% | -13.9% | +1.6% |
| 1Y | -7.6% | +32.8% | -40.4% | -19.9% |
| 3Y | +14.6% | +162.3% | -147.7% | -25.4% |
| 5Y | -50.0% | +265.0% | -315.1% | -72.1% |
| All | +24.7% | +506.2% | -481.4% | -53.7% |
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