+929.0%
EWY vs CASY
+7,776.2%
-6,847.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +10.4% | +2.5% | +7.9% | +9.6% |
| 30D | -12.7% | +10.2% | -22.9% | -15.7% |
| 3M | -17.3% | -15.7% | -1.6% | -13.8% |
| 6M | -18.6% | -18.4% | -0.2% | -15.7% |
| YTD | +49.5% | +28.3% | +21.3% | +33.2% |
| 1Y | +55.0% | +32.6% | +22.4% | +36.1% |
| 3Y | +159.0% | +159.5% | -0.5% | +76.9% |
| 5Y | +102.5% | +263.9% | -161.4% | +20.6% |
| 10Y | +232.2% | +548.5% | -316.3% | +54.3% |
| All | +929.0% | +7,776.2% | -6,847.2% | +82.1% |
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