+16.8%
ESTC vs CASY
+220.7%
-203.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +31.7% | -11.3% | +43.0% | +33.4% |
| 3M | +41.1% | -0.6% | +41.7% | +40.2% |
| 6M | +77.1% | +10.7% | +66.4% | +71.4% |
| YTD | +21.7% | +37.1% | -15.4% | +12.0% |
| 1Y | +8.4% | +52.3% | -43.9% | -3.6% |
| All | +16.8% | +220.7% | -203.9% | -2.6% |
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