+248.8%
EW vs CASY
+565.2%
-316.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +6.5% | +5.8% | +0.7% | +4.9% |
| 30D | +22.5% | +10.7% | +11.8% | +19.2% |
| 3M | +13.0% | -13.9% | +26.8% | +16.8% |
| 6M | +37.1% | -18.4% | +55.6% | +42.6% |
| YTD | +24.1% | +29.6% | -5.5% | +11.9% |
| 1Y | +24.2% | +32.8% | -8.6% | +11.1% |
| 3Y | +64.8% | +162.3% | -97.5% | +15.5% |
| 5Y | -7.4% | +265.0% | -272.5% | -43.6% |
| 10Y | +248.8% | +555.4% | -306.6% | +72.3% |
| All | +248.8% | +565.2% | -316.4% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling