+905.8%
EWY vs CASY
+7,614.6%
-6,708.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.5% |
| 7D | -6.3% | +3.6% | -9.9% | -7.4% |
| 30D | -19.8% | +7.2% | -27.0% | -21.9% |
| 3M | -14.4% | -16.9% | +2.5% | -10.5% |
| 6M | -25.3% | -19.3% | -6.0% | -22.4% |
| YTD | +46.2% | +25.6% | +20.5% | +31.0% |
| 1Y | +58.3% | +30.2% | +28.1% | +39.8% |
| 3Y | +155.0% | +154.9% | +0.1% | +75.1% |
| 5Y | +99.5% | +252.1% | -152.7% | +20.1% |
| 10Y | +219.4% | +535.8% | -316.4% | +49.2% |
| All | +905.8% | +7,614.6% | -6,708.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling