+217.5%
IEFA vs CASY
+1,593.2%
-1,375.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.0% | -11.3% | +12.4% | +3.5% |
| 3M | +4.7% | -0.6% | +5.4% | +3.8% |
| 6M | +8.6% | +10.7% | -2.1% | +4.7% |
| YTD | +14.8% | +37.1% | -22.3% | +5.3% |
| 1Y | +22.6% | +52.3% | -29.7% | +9.3% |
| 3Y | +67.0% | +215.2% | -148.2% | +22.9% |
| 5Y | +52.3% | +276.5% | -224.2% | +5.9% |
| 10Y | +147.3% | +508.4% | -361.0% | +51.3% |
| All | +217.5% | +1,593.2% | -1,375.7% | +52.6% |
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