+239.8%
EW vs CASY
+551.3%
-311.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.3% |
| 7D | +12.3% | +3.6% | +8.7% | +11.3% |
| 30D | +22.9% | +7.2% | +15.7% | +20.6% |
| 3M | +16.7% | -16.9% | +33.6% | +21.8% |
| 6M | +31.0% | -19.3% | +50.3% | +36.4% |
| YTD | +22.8% | +25.6% | -2.8% | +11.7% |
| 1Y | +25.6% | +30.2% | -4.6% | +12.8% |
| 3Y | +62.0% | +154.9% | -92.9% | +14.4% |
| 5Y | -12.8% | +252.1% | -264.9% | -46.3% |
| 10Y | +239.8% | +535.8% | -296.1% | +70.4% |
| All | +239.8% | +551.3% | -311.5% | +70.4% |
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 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