+741.3%
EEM vs CASY
+6,688.3%
-5,946.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.9% | +5.0% | -5.8% | -2.5% |
| 30D | -9.3% | +8.2% | -17.5% | -11.9% |
| 3M | -7.1% | -18.2% | +11.1% | -1.7% |
| 6M | -10.4% | -18.6% | +8.2% | -6.6% |
| YTD | +11.3% | +26.8% | -15.5% | -0.9% |
| 1Y | +11.3% | +31.6% | -20.3% | -2.5% |
| 3Y | +69.6% | +156.5% | -86.9% | +13.5% |
| 5Y | +33.6% | +258.6% | -225.0% | -23.1% |
| 10Y | +114.1% | +550.3% | -436.1% | -8.5% |
| All | +741.3% | +6,688.3% | -5,946.9% | +33.8% |
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 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