+6,438.2%
EW vs CASY
+9,096.9%
-2,658.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.0% | -11.3% | +12.4% | +3.4% |
| 3M | +2.8% | -0.6% | +3.4% | +2.1% |
| 6M | +5.5% | +10.7% | -5.2% | +2.2% |
| YTD | +5.5% | +37.1% | -31.7% | -2.3% |
| 1Y | +11.0% | +52.3% | -41.3% | +0.5% |
| 3Y | +17.7% | +215.2% | -197.5% | -9.7% |
| 5Y | -25.7% | +276.5% | -302.2% | -45.6% |
| 10Y | +132.8% | +508.4% | -375.6% | +52.8% |
| All | +6,438.2% | +9,096.9% | -2,658.8% | +2,840.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling