+177.8%
ETN vs CASY
+234.8%
-57.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | +1.3% |
| 7D | +6.2% | -16.5% | +22.8% | +10.0% |
| 30D | -6.7% | -26.4% | +19.7% | -0.8% |
| 3M | +3.6% | -17.3% | +20.9% | +5.9% |
| 6M | +18.3% | -5.2% | +23.5% | +16.0% |
| YTD | +31.5% | +14.1% | +17.4% | +22.1% |
| 1Y | +20.6% | +16.6% | +4.0% | +10.8% |
| 3Y | +82.5% | +163.7% | -81.2% | +26.9% |
| 5Y | +177.8% | +231.3% | -53.5% | +72.4% |
| All | +177.8% | +234.8% | -57.0% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling