+172.0%
ET vs CASY
+539.5%
-367.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | -1.9% | +5.0% | -6.8% | -3.0% |
| 30D | -3.1% | +8.2% | -11.3% | -4.9% |
| 3M | -3.9% | -18.2% | +14.3% | 0.0% |
| 6M | +4.0% | -18.6% | +22.6% | +7.7% |
| YTD | +26.4% | +26.8% | -0.4% | +16.2% |
| 1Y | +24.9% | +31.6% | -6.7% | +13.5% |
| 3Y | +85.2% | +156.5% | -71.3% | +36.8% |
| 5Y | +218.3% | +258.6% | -40.3% | +108.9% |
| 10Y | +172.0% | +550.3% | -378.3% | +56.7% |
| All | +172.0% | +539.5% | -367.5% | +56.7% |
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