-49.9%
ESTC vs CASY
+254.7%
-304.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.5% |
| 7D | -3.6% | +5.0% | -8.5% | -4.7% |
| 30D | -11.2% | +8.2% | -19.4% | -12.9% |
| 3M | +14.3% | -18.2% | +32.5% | +19.2% |
| 6M | +67.0% | -18.6% | +85.6% | +73.4% |
| YTD | +15.7% | +26.8% | -11.1% | +2.5% |
| 1Y | -6.3% | +31.6% | -37.9% | -18.5% |
| 3Y | +14.5% | +156.5% | -142.0% | -25.9% |
| 5Y | -49.9% | +258.6% | -308.5% | -76.4% |
| All | -49.9% | +254.7% | -304.6% | -76.4% |
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