+280.3%
EMR vs CASY
+550.0%
-269.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | +2.5% | +0.2% | +1.9% |
| 30D | +2.1% | +10.2% | -8.1% | -1.0% |
| 3M | +2.3% | -15.7% | +17.9% | +6.9% |
| 6M | +22.5% | -18.4% | +40.9% | +27.7% |
| YTD | +27.2% | +28.3% | -1.1% | +12.8% |
| 1Y | +28.0% | +32.6% | -4.5% | +12.0% |
| 3Y | +103.4% | +159.5% | -56.1% | +35.1% |
| 5Y | +88.2% | +263.9% | -175.7% | +6.5% |
| All | +280.3% | +550.0% | -269.7% | +71.8% |
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 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