+21.3%
EME vs CASY
+22.7%
-1.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -14.2% | +11.8% | -1.9% |
| 7D | +2.7% | -16.5% | +19.3% | +3.3% |
| 30D | -6.8% | -26.4% | +19.6% | -6.1% |
| 3M | -8.8% | -17.3% | +8.5% | -8.6% |
| 6M | +5.0% | -5.2% | +10.2% | +3.0% |
| YTD | +23.5% | +14.1% | +9.4% | +19.5% |
| 1Y | +21.3% | +16.6% | +4.7% | +17.4% |
| All | +21.3% | +22.7% | -1.4% | +17.4% |
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