+161.3%
ET vs CASY
+565.2%
-403.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +1.8% | +5.8% | -4.1% | +0.5% |
| 30D | -3.0% | +10.7% | -13.7% | -5.3% |
| 3M | -4.7% | -13.9% | +9.2% | -2.0% |
| 6M | +2.7% | -18.4% | +21.1% | +6.4% |
| YTD | +26.5% | +29.6% | -3.1% | +15.8% |
| 1Y | +25.0% | +32.8% | -7.9% | +13.4% |
| 3Y | +85.4% | +162.3% | -76.9% | +36.4% |
| 5Y | +215.5% | +265.0% | -49.5% | +106.6% |
| 10Y | +161.3% | +555.4% | -394.0% | +49.4% |
| All | +161.3% | +565.2% | -403.8% | +49.4% |
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