+4,316.7%
ETR vs CASY
+36,294.0%
-31,977.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | +1.0% | -11.3% | +12.3% | +2.6% |
| 3M | -1.3% | -0.6% | -0.6% | -1.7% |
| 6M | +1.9% | +10.7% | -8.8% | -0.2% |
| YTD | +18.2% | +37.1% | -19.0% | +12.2% |
| 1Y | +24.7% | +52.3% | -27.6% | +16.5% |
| 3Y | +150.7% | +215.2% | -64.5% | +109.0% |
| 5Y | +127.0% | +276.5% | -149.5% | +83.5% |
| 10Y | +295.5% | +508.4% | -212.9% | +197.4% |
| All | +4,316.7% | +36,294.0% | -31,977.3% | +2,155.8% |
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 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