+57.8%
EWZ vs CASY
+250.1%
-192.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | -24.5% | +8.7% | -33.2% | -25.5% |
| 3M | -10.7% | -17.3% | +6.6% | -8.4% |
| 6M | -19.1% | -19.7% | +0.6% | -16.9% |
| YTD | +1.6% | +24.8% | -23.2% | -4.1% |
| 1Y | +4.3% | +31.9% | -27.6% | -2.8% |
| 3Y | +19.0% | +155.4% | -136.4% | -4.6% |
| All | +57.8% | +250.1% | -192.3% | +14.4% |
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