+148.1%
EWY vs CASY
+274.3%
-126.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.0% |
| 7D | +8.0% | -4.4% | +12.4% | +8.8% |
| 30D | +14.3% | -12.0% | +26.4% | +16.6% |
| 3M | +2.3% | -2.3% | +4.6% | +1.3% |
| 6M | +49.9% | +10.5% | +39.3% | +44.4% |
| YTD | +95.3% | +33.0% | +62.3% | +81.3% |
| 1Y | +161.7% | +41.1% | +120.6% | +139.2% |
| 3Y | +230.2% | +207.5% | +22.7% | +151.1% |
| 5Y | +148.1% | +290.7% | -142.6% | +73.6% |
| All | +148.1% | +274.3% | -126.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling