+121.1%
EEM vs CASY
+555.0%
-433.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +2.7% | +3.6% | -0.9% | +2.0% |
| 30D | -5.4% | +9.1% | -14.4% | -7.1% |
| 3M | -8.6% | -16.5% | +7.9% | -5.8% |
| 6M | -8.9% | -19.7% | +10.8% | -5.9% |
| YTD | +11.9% | +29.3% | -17.3% | +3.5% |
| 1Y | +13.1% | +33.1% | -20.1% | +3.7% |
| 3Y | +70.7% | +158.5% | -87.9% | +30.9% |
| 5Y | +31.8% | +266.7% | -234.9% | -9.6% |
| All | +121.1% | +555.0% | -433.9% | +28.9% |
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