+7,464.4%
EW vs CASY
+8,404.3%
-940.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +9.3% | +5.0% | +4.3% | +8.2% |
| 30D | +22.1% | +8.2% | +13.9% | +20.1% |
| 3M | +13.0% | -18.2% | +31.2% | +17.0% |
| 6M | +30.1% | -18.6% | +48.7% | +33.8% |
| YTD | +22.0% | +26.8% | -4.8% | +14.4% |
| 1Y | +23.7% | +31.6% | -7.9% | +15.0% |
| 3Y | +62.0% | +156.5% | -94.5% | +29.4% |
| 5Y | -12.4% | +258.6% | -271.1% | -35.4% |
| 10Y | +236.1% | +550.3% | -314.2% | +118.0% |
| All | +7,464.4% | +8,404.3% | -940.0% | +3,342.0% |
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