+229.5%
EWY vs CASY
+555.0%
-325.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.2% | +3.6% | +0.7% | +3.4% |
| 30D | -10.7% | +9.1% | -19.7% | -12.7% |
| 3M | -20.1% | -16.5% | -3.5% | -17.1% |
| 6M | -24.3% | -19.7% | -4.6% | -21.5% |
| YTD | +46.9% | +29.3% | +17.6% | +33.0% |
| 1Y | +55.2% | +33.1% | +22.1% | +39.0% |
| 3Y | +157.0% | +158.5% | -1.6% | +85.0% |
| 5Y | +98.9% | +266.7% | -167.8% | +25.4% |
| All | +229.5% | +555.0% | -325.5% | +71.6% |
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