+47.7%
EWJ vs CASY
+253.8%
-206.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.6% |
| 7D | -1.5% | +3.6% | -5.1% | -2.0% |
| 30D | -6.5% | +7.2% | -13.7% | -7.5% |
| 3M | -5.6% | -16.9% | +11.3% | -3.2% |
| 6M | -0.3% | -19.3% | +19.1% | +2.4% |
| YTD | +13.9% | +25.6% | -11.7% | +6.8% |
| 1Y | +14.6% | +30.2% | -15.6% | +6.4% |
| 3Y | +66.6% | +154.9% | -88.2% | +33.5% |
| 5Y | +47.7% | +252.1% | -204.5% | +6.4% |
| All | +47.7% | +253.8% | -206.1% | +6.4% |
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