+84.1%
ETN vs CASY
+207.5%
-123.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.1% |
| 7D | +8.0% | -4.4% | +12.4% | +8.6% |
| 30D | -5.9% | -12.0% | +6.1% | -4.4% |
| 3M | +5.0% | -2.3% | +7.3% | +4.0% |
| 6M | +22.4% | +10.5% | +11.9% | +17.9% |
| YTD | +33.6% | +33.0% | +0.6% | +23.6% |
| 1Y | +22.1% | +41.1% | -19.0% | +11.1% |
| All | +84.1% | +207.5% | -123.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling