+163.4%
ET vs CASY
+550.0%
-386.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +3.0% | +2.5% | +0.6% | +2.5% |
| 30D | -3.5% | +10.2% | -13.7% | -5.6% |
| 3M | -5.6% | -15.7% | +10.1% | -2.4% |
| 6M | +0.5% | -18.4% | +18.9% | +4.1% |
| YTD | +26.3% | +28.3% | -1.9% | +15.8% |
| 1Y | +25.7% | +32.6% | -6.9% | +14.0% |
| 3Y | +85.1% | +159.5% | -74.4% | +36.3% |
| 5Y | +216.4% | +263.9% | -47.5% | +106.9% |
| All | +163.4% | +550.0% | -386.6% | +47.9% |
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 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