+99.5%
EWY vs CASY
+253.8%
-154.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.6% |
| 7D | -6.3% | +3.6% | -9.9% | -6.7% |
| 30D | -19.8% | +7.2% | -27.0% | -20.7% |
| 3M | -14.4% | -16.9% | +2.5% | -12.3% |
| 6M | -25.3% | -19.3% | -6.0% | -23.2% |
| YTD | +46.2% | +25.6% | +20.5% | +36.1% |
| 1Y | +58.3% | +30.2% | +28.1% | +46.0% |
| 3Y | +155.0% | +154.9% | +0.1% | +99.3% |
| 5Y | +99.5% | +252.1% | -152.7% | +39.4% |
| All | +99.5% | +253.8% | -154.3% | +39.4% |
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