+404.4%
EME vs CASY
+257.4%
+147.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -8.8% | +5.0% | -13.7% | -9.7% |
| 30D | -18.2% | +8.2% | -26.4% | -19.7% |
| 3M | -20.2% | -18.2% | -2.0% | -16.8% |
| 6M | -29.9% | -18.6% | -11.3% | -27.2% |
| YTD | +5.7% | +26.8% | -21.1% | -4.4% |
| 1Y | -1.5% | +31.6% | -33.1% | -12.2% |
| 3Y | +208.4% | +156.5% | +51.9% | +113.5% |
| All | +404.4% | +257.4% | +147.0% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling