+301.5%
EMR vs CASY
+551.3%
-249.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.8% | +4.2% |
| 7D | +2.1% | +3.6% | -1.4% | +1.1% |
| 30D | +4.8% | +7.2% | -2.4% | +2.4% |
| 3M | +7.5% | -16.9% | +24.4% | +12.8% |
| 6M | +20.9% | -19.3% | +40.2% | +26.4% |
| YTD | +29.2% | +25.6% | +3.5% | +15.3% |
| 1Y | +33.0% | +30.2% | +2.8% | +17.0% |
| 3Y | +109.8% | +154.9% | -45.1% | +40.3% |
| 5Y | +91.9% | +252.1% | -160.2% | +10.2% |
| 10Y | +301.5% | +535.8% | -234.3% | +85.1% |
| All | +301.5% | +551.3% | -249.8% | +85.1% |
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 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