+462.7%
EWT vs CASY
+565.2%
-102.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.4% |
| 7D | +3.2% | +5.8% | -2.6% | +2.2% |
| 30D | -12.3% | +10.7% | -23.0% | -14.0% |
| 3M | -3.6% | -13.9% | +10.3% | -1.4% |
| 6M | +3.1% | -18.4% | +21.6% | +5.9% |
| YTD | +57.7% | +29.6% | +28.1% | +46.1% |
| 1Y | +60.3% | +32.8% | +27.4% | +47.5% |
| 3Y | +163.4% | +162.3% | +1.1% | +105.6% |
| 5Y | +127.4% | +265.0% | -137.6% | +62.4% |
| 10Y | +462.7% | +555.4% | -92.7% | +256.0% |
| All | +462.7% | +565.2% | -102.5% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling