+346.7%
EWZ vs CASY
+7,219.6%
-6,872.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.3% |
| 7D | -4.2% | +1.8% | -6.0% | -4.8% |
| 30D | -26.1% | +11.2% | -37.3% | -29.1% |
| 3M | -12.0% | -19.1% | +7.0% | -6.2% |
| 6M | -19.3% | -19.9% | +0.6% | -14.9% |
| YTD | +0.9% | +25.2% | -24.3% | -10.2% |
| 1Y | +3.4% | +31.6% | -28.2% | -10.0% |
| 3Y | +18.6% | +155.4% | -136.8% | -22.4% |
| 5Y | +56.6% | +251.5% | -194.9% | -11.6% |
| 10Y | +50.3% | +558.6% | -508.4% | -35.1% |
| All | +346.7% | +7,219.6% | -6,872.9% | -24.5% |
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