+131.7%
EMB vs CASY
+2,996.4%
-2,864.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | -11.3% | +11.0% | +0.3% |
| 3M | -0.4% | -0.6% | +0.2% | -0.6% |
| 6M | +0.1% | +10.7% | -10.6% | -0.7% |
| YTD | +1.6% | +37.1% | -35.5% | -0.4% |
| 1Y | +5.6% | +52.3% | -46.7% | +2.9% |
| 3Y | +29.8% | +215.2% | -185.4% | +21.1% |
| 5Y | +7.3% | +276.5% | -269.2% | -1.2% |
| 10Y | +30.4% | +508.4% | -477.9% | +16.9% |
| All | +131.7% | +2,996.4% | -2,864.7% | +97.6% |
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