-14.6%
EW vs CASY
+250.1%
-264.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.0% | +1.1% | +9.9% | +10.8% |
| 30D | +19.1% | +8.7% | +10.4% | +17.5% |
| 3M | +14.4% | -17.3% | +31.7% | +17.5% |
| 6M | +22.8% | -19.7% | +42.5% | +26.5% |
| YTD | +19.8% | +24.8% | -5.0% | +12.0% |
| 1Y | +23.9% | +31.9% | -8.0% | +14.4% |
| 3Y | +52.2% | +155.4% | -103.2% | +18.1% |
| All | -14.6% | +250.1% | -264.7% | -43.7% |
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