+61.0%
EW vs CASY
+156.8%
-95.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +9.3% | +5.0% | +4.3% | +8.8% |
| 30D | +22.1% | +8.2% | +13.9% | +21.1% |
| 3M | +13.0% | -18.2% | +31.2% | +15.2% |
| 6M | +30.1% | -18.6% | +48.7% | +32.9% |
| YTD | +22.0% | +26.8% | -4.8% | +15.8% |
| 1Y | +23.7% | +31.6% | -7.9% | +16.7% |
| All | +61.0% | +156.8% | -95.8% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling