+18.2%
EWJ vs CASY
+32.1%
-14.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -5.5% | +9.4% | -14.9% | -5.6% |
| 3M | -0.8% | -20.6% | +19.8% | -0.3% |
| 6M | +7.1% | -20.7% | +27.8% | +9.6% |
| YTD | +16.9% | +22.5% | -5.6% | +11.9% |
| 1Y | +18.2% | +29.5% | -11.3% | +12.8% |
| All | +18.2% | +32.1% | -14.0% | +12.8% |
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