+142.2%
IEFA vs CASY
+464.4%
-322.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | -17.2% | +14.8% | +1.5% |
| 30D | -2.1% | -24.4% | +22.3% | +3.8% |
| 3M | +5.5% | -31.4% | +36.9% | +14.1% |
| 6M | +8.1% | -8.9% | +17.0% | +8.3% |
| YTD | +11.9% | +13.8% | -1.9% | +5.8% |
| 1Y | +18.1% | +17.0% | +1.1% | +10.6% |
| 3Y | +65.5% | +163.1% | -97.7% | +22.5% |
| 5Y | +50.1% | +239.0% | -188.9% | +1.9% |
| All | +142.2% | +464.4% | -322.3% | +44.3% |
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