+58.6%
EWY vs CASY
+34.1%
+24.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +6.4% |
| 7D | -2.8% | +5.8% | -8.7% | -2.3% |
| 30D | -13.1% | +10.7% | -23.8% | -12.5% |
| 3M | -11.6% | -13.9% | +2.3% | -11.0% |
| 6M | -23.4% | -18.4% | -4.9% | -18.9% |
| YTD | +52.0% | +29.6% | +22.4% | +51.1% |
| 1Y | +58.6% | +32.8% | +25.8% | +58.6% |
| All | +58.6% | +34.1% | +24.5% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling