+166.5%
ET vs CASY
+551.3%
-384.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -4.4% | +3.6% | -8.0% | -5.2% |
| 30D | -4.8% | +7.2% | -12.0% | -6.3% |
| 3M | -3.4% | -16.9% | +13.5% | +0.2% |
| 6M | +2.2% | -19.3% | +21.5% | +6.0% |
| YTD | +24.2% | +25.6% | -1.4% | +14.4% |
| 1Y | +24.5% | +30.2% | -5.6% | +13.4% |
| 3Y | +83.6% | +154.9% | -71.3% | +35.8% |
| 5Y | +203.4% | +252.1% | -48.7% | +100.2% |
| 10Y | +166.5% | +535.8% | -369.3% | +52.4% |
| All | +166.5% | +551.3% | -384.8% | +52.4% |
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 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