+1,306.4%
EME vs CASY
+468.0%
+838.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 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