+20.3%
ESTC vs CASY
+485.3%
-465.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.7% |
| 7D | -18.5% | +1.8% | -20.3% | -18.9% |
| 30D | -11.0% | +11.2% | -22.2% | -13.9% |
| 3M | +20.8% | -19.1% | +39.8% | +27.6% |
| 6M | +67.9% | -19.9% | +87.8% | +76.0% |
| YTD | +11.6% | +25.2% | -13.6% | -1.0% |
| 1Y | -3.3% | +31.6% | -34.9% | -16.1% |
| 3Y | +16.4% | +155.4% | -139.0% | -23.6% |
| 5Y | -49.9% | +251.5% | -301.4% | -71.7% |
| All | +20.3% | +485.3% | -465.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling