+375.9%
EFA vs CASY
+6,853.5%
-6,477.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | +0.5% | +10.2% | -9.7% | -2.2% |
| 3M | -4.1% | -15.7% | +11.6% | -0.3% |
| 6M | +2.4% | -18.4% | +20.8% | +6.2% |
| YTD | +10.0% | +28.3% | -18.3% | +0.3% |
| 1Y | +11.4% | +32.6% | -21.1% | +0.4% |
| 3Y | +65.4% | +159.5% | -94.1% | +20.8% |
| 5Y | +49.6% | +263.9% | -214.3% | -2.4% |
| 10Y | +144.8% | +548.5% | -403.7% | +30.0% |
| All | +375.9% | +6,853.5% | -6,477.6% | +9.6% |
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