+4,451.8%
ETR vs CASY
+33,031.0%
-28,579.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +7.5% | +8.7% | -1.2% | +6.2% |
| 3M | +4.4% | -17.3% | +21.7% | +6.9% |
| 6M | -1.5% | -19.7% | +18.2% | +0.8% |
| YTD | +21.8% | +24.8% | -3.1% | +16.9% |
| 1Y | +18.4% | +31.9% | -13.5% | +12.6% |
| 3Y | +148.5% | +155.4% | -6.9% | +113.2% |
| 5Y | +152.6% | +250.6% | -98.0% | +105.9% |
| 10Y | +354.5% | +556.8% | -202.4% | +239.2% |
| All | +4,451.8% | +33,031.0% | -28,579.2% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling