+52.7%
EWJ vs CASY
+274.3%
-221.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | +2.9% | -4.4% | +7.2% | +3.6% |
| 30D | +1.1% | -12.0% | +13.1% | +3.0% |
| 3M | +7.1% | -2.3% | +9.5% | +6.4% |
| 6M | +16.2% | +10.5% | +5.7% | +12.3% |
| YTD | +22.0% | +33.0% | -11.0% | +13.7% |
| 1Y | +26.2% | +41.1% | -14.9% | +15.9% |
| 3Y | +73.5% | +207.5% | -134.0% | +34.2% |
| 5Y | +52.7% | +290.7% | -238.0% | +9.1% |
| All | +52.7% | +274.3% | -221.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling