+36.9%
EMB vs CASY
+565.2%
-528.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -0.4% | +5.8% | -6.2% | -0.8% |
| 30D | +1.5% | +10.7% | -9.2% | +0.8% |
| 3M | -1.6% | -13.9% | +12.3% | -0.6% |
| 6M | -1.5% | -18.4% | +16.9% | -0.3% |
| YTD | -0.1% | +29.6% | -29.7% | -2.8% |
| 1Y | +0.5% | +32.8% | -32.3% | -2.5% |
| 3Y | +30.2% | +162.3% | -132.0% | +18.2% |
| 5Y | +8.6% | +265.0% | -256.5% | -4.9% |
| 10Y | +36.9% | +555.4% | -518.5% | +14.7% |
| All | +36.9% | +565.2% | -528.3% | +14.7% |
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