+56.6%
EWZ vs CASY
+254.0%
-197.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -4.2% | +1.8% | -6.0% | -4.4% |
| 30D | -26.1% | +11.2% | -37.3% | -27.3% |
| 3M | -12.0% | -19.1% | +7.0% | -9.5% |
| 6M | -19.3% | -19.9% | +0.6% | -17.0% |
| YTD | +0.9% | +25.2% | -24.3% | -4.8% |
| 1Y | +3.4% | +31.6% | -28.2% | -3.6% |
| 3Y | +18.6% | +155.4% | -136.8% | -4.9% |
| 5Y | +56.6% | +251.5% | -194.9% | +13.4% |
| All | +56.6% | +254.0% | -197.4% | +13.4% |
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