+4.3%
EME vs CASY
+34.1%
-29.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.4% |
| 7D | +4.3% | +5.8% | -1.5% | +4.5% |
| 30D | -14.4% | +10.7% | -25.1% | -14.3% |
| 3M | -18.3% | -13.9% | -4.5% | -17.8% |
| 6M | -28.3% | -18.4% | -9.9% | -24.4% |
| YTD | +9.2% | +29.6% | -20.4% | +7.1% |
| 1Y | +4.3% | +32.8% | -28.6% | +2.4% |
| All | +4.3% | +34.1% | -29.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling