+12.8%
EFA vs CASY
+32.9%
-20.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.2% | +3.6% | -1.3% | +2.1% |
| 30D | +1.4% | +9.1% | -7.7% | +1.1% |
| 3M | -4.2% | -16.5% | +12.4% | -3.6% |
| 6M | +1.9% | -19.7% | +21.6% | +5.0% |
| YTD | +10.2% | +29.3% | -19.1% | +6.0% |
| 1Y | +12.8% | +33.1% | -20.4% | +8.4% |
| All | +12.8% | +32.9% | -20.1% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling