+148.1%
IEFA vs CASY
+555.0%
-406.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +2.2% | +3.6% | -1.3% | +1.4% |
| 30D | +1.1% | +9.1% | -8.0% | -0.9% |
| 3M | -4.3% | -16.5% | +12.2% | -0.8% |
| 6M | +1.4% | -19.7% | +21.1% | +5.2% |
| YTD | +10.1% | +29.3% | -19.2% | +1.0% |
| 1Y | +12.9% | +33.1% | -20.2% | +2.6% |
| 3Y | +65.8% | +158.5% | -92.7% | +24.3% |
| 5Y | +47.7% | +266.7% | -219.0% | -1.4% |
| All | +148.1% | +555.0% | -406.9% | +42.8% |
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