+103.3%
EMR vs CASY
+161.8%
-58.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | +2.8% | +3.6% | -0.7% | +2.4% |
| 30D | +3.7% | +9.1% | -5.4% | +2.4% |
| 3M | +2.0% | -16.5% | +18.5% | +4.5% |
| 6M | +22.1% | -19.7% | +41.8% | +26.5% |
| YTD | +27.2% | +29.3% | -2.0% | +17.3% |
| 1Y | +32.0% | +33.1% | -1.1% | +20.7% |
| 3Y | +103.3% | +158.5% | -55.3% | +65.2% |
| All | +103.3% | +161.8% | -58.5% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling