-8.2%
EW vs CASY
+266.7%
-274.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.9% | +3.6% | +1.4% | +4.3% |
| 30D | +23.9% | +9.1% | +14.9% | +22.2% |
| 3M | +15.8% | -16.5% | +32.3% | +18.9% |
| 6M | +31.7% | -19.7% | +51.4% | +36.0% |
| YTD | +25.7% | +29.3% | -3.6% | +16.8% |
| 1Y | +24.4% | +33.1% | -8.7% | +14.9% |
| 3Y | +65.9% | +158.5% | -92.7% | +28.7% |
| All | -8.2% | +266.7% | -274.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling