+1,236.8%
EWY vs CASY
+8,319.4%
-7,082.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +11.7% | -11.3% | +23.0% | +15.8% |
| 3M | -7.4% | -0.6% | -6.8% | -9.0% |
| 6M | +40.6% | +10.7% | +29.8% | +33.2% |
| YTD | +94.3% | +37.1% | +57.1% | +71.3% |
| 1Y | +164.3% | +52.3% | +112.0% | +123.9% |
| 3Y | +221.0% | +215.2% | +5.8% | +106.9% |
| 5Y | +139.1% | +276.5% | -137.4% | +42.3% |
| 10Y | +298.8% | +508.4% | -209.6% | +91.5% |
| All | +1,236.8% | +8,319.4% | -7,082.6% | +134.2% |
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