+125.9%
EWJ vs CASY
+555.0%
-429.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.0% | +3.6% | +0.4% | +3.3% |
| 30D | -4.3% | +9.1% | -13.3% | -5.9% |
| 3M | -6.8% | -16.5% | +9.7% | -3.9% |
| 6M | -0.9% | -19.7% | +18.8% | +2.4% |
| YTD | +14.3% | +29.3% | -15.0% | +5.9% |
| 1Y | +15.3% | +33.1% | -17.8% | +6.0% |
| 3Y | +65.6% | +158.5% | -92.9% | +28.9% |
| 5Y | +47.5% | +266.7% | -219.2% | +4.0% |
| All | +125.9% | +555.0% | -429.1% | +39.8% |
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 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