+67.9%
ESTC vs CASY
-19.3%
+87.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.0% |
| 7D | -18.5% | +1.8% | -20.3% | -18.4% |
| 30D | -11.0% | +11.2% | -22.2% | -10.7% |
| 3M | +20.8% | -19.1% | +39.8% | +18.3% |
| 6M | +67.9% | -19.9% | +87.8% | +53.2% |
| All | +67.9% | -19.3% | +87.2% | +53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling