+544.6%
ETN vs CASY
+555.0%
-10.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +3.6% | +3.6% | +0.1% | +2.5% |
| 30D | -13.4% | +9.1% | -22.5% | -16.0% |
| 3M | -21.9% | -16.5% | -5.4% | -17.9% |
| 6M | -12.8% | -19.7% | +6.9% | -8.4% |
| YTD | +12.1% | +29.3% | -17.2% | -2.3% |
| 1Y | +0.8% | +33.1% | -32.3% | -13.4% |
| 3Y | +64.5% | +158.5% | -94.0% | +4.9% |
| 5Y | +121.7% | +266.7% | -145.0% | +18.3% |
| All | +544.6% | +555.0% | -10.4% | +176.9% |
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