+60,787.5%
EME vs CASY
+12,761.5%
+48,026.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -8.3% | -11.3% | +3.1% | -5.0% |
| 3M | -10.7% | -0.6% | -10.1% | -12.1% |
| 6M | +1.9% | +10.7% | -8.8% | -3.0% |
| YTD | +23.5% | +37.1% | -13.7% | +9.8% |
| 1Y | +18.0% | +52.3% | -34.3% | +1.2% |
| 3Y | +236.1% | +215.2% | +20.9% | +125.0% |
| 5Y | +527.9% | +276.5% | +251.4% | +293.9% |
| 10Y | +1,252.8% | +508.4% | +744.4% | +612.3% |
| All | +60,787.5% | +12,761.5% | +48,026.0% | +19,018.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling