+228.4%
EWY vs CASY
+219.3%
+9.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +11.7% | -11.3% | +23.0% | +13.2% |
| 3M | -7.4% | -0.6% | -6.8% | -8.4% |
| 6M | +40.6% | +10.7% | +29.8% | +36.2% |
| YTD | +94.3% | +37.1% | +57.1% | +81.6% |
| 1Y | +164.3% | +52.3% | +112.0% | +141.6% |
| All | +228.4% | +219.3% | +9.0% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling