+144.4%
EFA vs CASY
+468.0%
-323.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +2.1% |
| 7D | -0.5% | -16.5% | +16.1% | +3.3% |
| 30D | -1.3% | -26.4% | +25.0% | +5.3% |
| 3M | +5.2% | -17.3% | +22.5% | +8.2% |
| 6M | +9.4% | -5.2% | +14.6% | +8.4% |
| YTD | +12.7% | +14.1% | -1.4% | +6.5% |
| 1Y | +19.3% | +16.6% | +2.7% | +11.8% |
| 3Y | +66.3% | +163.7% | -97.4% | +22.8% |
| 5Y | +53.4% | +231.3% | -178.0% | +4.6% |
| 10Y | +144.4% | +462.9% | -318.4% | +45.3% |
| All | +144.4% | +468.0% | -323.6% | +45.3% |
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