+65.2%
IEFA vs CASY
+163.7%
-98.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +0.5% |
| 7D | -0.5% | -16.5% | +16.1% | +1.5% |
| 30D | -1.1% | -26.4% | +25.3% | +2.2% |
| 3M | +5.1% | -17.3% | +22.4% | +6.4% |
| 6M | +9.3% | -5.2% | +14.5% | +8.0% |
| YTD | +13.0% | +14.1% | -1.1% | +8.2% |
| 1Y | +19.2% | +16.6% | +2.6% | +13.6% |
| All | +65.2% | +163.7% | -98.5% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling