+132.3%
EEM vs CASY
+468.0%
-335.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +2.3% |
| 7D | +2.0% | -16.5% | +18.5% | +5.5% |
| 30D | +5.1% | -26.4% | +31.5% | +11.4% |
| 3M | +4.6% | -17.3% | +21.9% | +7.1% |
| 6M | +17.8% | -5.2% | +23.0% | +16.7% |
| YTD | +25.8% | +14.1% | +11.7% | +19.4% |
| 1Y | +36.4% | +16.6% | +19.8% | +28.5% |
| 3Y | +90.0% | +163.7% | -73.7% | +43.6% |
| 5Y | +46.6% | +231.3% | -184.7% | +2.3% |
| 10Y | +132.3% | +462.9% | -330.6% | +37.5% |
| All | +132.3% | +468.0% | -335.8% | +37.5% |
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