+237.8%
EWY vs CASY
+565.2%
-327.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.7% |
| 7D | -2.8% | +5.8% | -8.7% | -4.1% |
| 30D | -13.1% | +10.7% | -23.8% | -15.4% |
| 3M | -11.6% | -13.9% | +2.3% | -9.0% |
| 6M | -23.4% | -18.4% | -4.9% | -20.8% |
| YTD | +52.0% | +29.6% | +22.4% | +37.6% |
| 1Y | +58.6% | +32.8% | +25.8% | +42.2% |
| 3Y | +163.3% | +162.3% | +1.1% | +88.9% |
| 5Y | +108.7% | +265.0% | -156.4% | +32.0% |
| 10Y | +237.8% | +555.4% | -317.6% | +77.1% |
| All | +237.8% | +565.2% | -327.4% | +77.1% |
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 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