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  • EME vs CASY✓SelectedUSD · CASYEME vs CASY performance historyLatest closeAs of-2.44%09/09
Stock and ETF performance explorer

EME vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,306.4%
CASY return
+468.0%
Excess return
+838.4%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-2.4%-14.2%+11.8%+2.0%
7D+2.7%-16.5%+19.3%+8.3%
30D-6.8%-26.4%+19.6%+2.2%
3M-8.8%-17.3%+8.5%-5.5%
6M+5.0%-5.2%+10.2%+3.5%
YTD+23.5%+14.1%+9.4%+13.7%
1Y+21.3%+16.6%+4.7%+10.4%
3Y+241.1%+163.7%+77.3%+120.8%
5Y+549.2%+231.3%+317.8%+277.5%
10Y+1,306.4%+462.9%+843.5%+568.4%
All+1,306.4%+468.0%+838.4%+568.4%

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