+50.3%
EWZ vs CASY
+551.3%
-501.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.4% | +3.6% | -2.2% | +0.3% |
| 30D | -25.1% | +7.2% | -32.3% | -26.8% |
| 3M | -7.7% | -16.9% | +9.2% | -3.1% |
| 6M | -15.8% | -19.3% | +3.5% | -11.8% |
| YTD | +3.6% | +25.6% | -22.0% | -7.5% |
| 1Y | +5.5% | +30.2% | -24.7% | -7.2% |
| 3Y | +22.1% | +154.9% | -132.8% | -20.0% |
| 5Y | +58.3% | +252.1% | -193.8% | -12.5% |
| 10Y | +50.3% | +535.8% | -485.6% | -32.2% |
| All | +50.3% | +551.3% | -501.0% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling