+377.5%
EFA vs CASY
+6,773.3%
-6,395.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.2% | +5.0% | -3.7% | -0.1% |
| 30D | +0.9% | +8.2% | -7.3% | -1.3% |
| 3M | -3.4% | -18.2% | +14.8% | +1.2% |
| 6M | +2.0% | -18.6% | +20.6% | +5.8% |
| YTD | +10.4% | +26.8% | -16.4% | +0.9% |
| 1Y | +13.3% | +31.6% | -18.3% | +2.3% |
| 3Y | +65.9% | +156.5% | -90.6% | +21.6% |
| 5Y | +51.5% | +258.6% | -207.2% | -0.8% |
| 10Y | +144.1% | +550.3% | -406.2% | +29.5% |
| All | +377.5% | +6,773.3% | -6,395.8% | +10.3% |
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 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