+200.3%
EWT vs CASY
+209.8%
-9.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | +1.6% | -4.4% | +6.0% | +2.1% |
| 30D | +8.2% | -12.0% | +20.2% | +9.6% |
| 3M | +11.1% | -2.3% | +13.4% | +10.1% |
| 6M | +60.4% | +10.5% | +49.9% | +55.1% |
| YTD | +75.6% | +33.0% | +42.5% | +64.2% |
| 1Y | +91.3% | +41.1% | +50.2% | +76.5% |
| 3Y | +200.3% | +207.5% | -7.2% | +146.9% |
| All | +200.3% | +209.8% | -9.5% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling