+125.2%
ETR vs CASY
+274.3%
-149.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.7% |
| 7D | +1.4% | -4.4% | +5.8% | +2.1% |
| 30D | +1.9% | -12.0% | +13.9% | +3.9% |
| 3M | +1.0% | -2.3% | +3.3% | +0.5% |
| 6M | +4.8% | +10.5% | -5.7% | +1.9% |
| YTD | +19.5% | +33.0% | -13.5% | +12.2% |
| 1Y | +28.1% | +41.1% | -13.0% | +18.6% |
| 3Y | +151.1% | +207.5% | -56.4% | +93.7% |
| 5Y | +125.2% | +290.7% | -165.6% | +61.2% |
| All | +125.2% | +274.3% | -149.1% | +61.2% |
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