+290.8%
EWY vs CASY
+464.4%
-173.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -17.2% | +18.5% | +5.6% |
| 30D | +9.3% | -24.4% | +33.7% | +16.5% |
| 3M | +2.4% | -31.4% | +33.8% | +11.5% |
| 6M | +40.3% | -8.9% | +49.2% | +40.0% |
| YTD | +88.0% | +13.8% | +74.2% | +76.1% |
| 1Y | +143.8% | +17.0% | +126.9% | +125.8% |
| 3Y | +217.8% | +163.1% | +54.6% | +125.2% |
| 5Y | +142.7% | +239.0% | -96.3% | +55.4% |
| All | +290.8% | +464.4% | -173.6% | +108.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling