+86.6%
EMR vs CASY
+154.1%
-67.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +2.0% | +8.7% | -6.7% | +0.7% |
| 3M | +3.8% | -17.3% | +21.1% | +6.4% |
| 6M | +10.5% | -19.7% | +30.3% | +13.9% |
| YTD | +23.7% | +24.8% | -1.1% | +14.6% |
| 1Y | +25.4% | +31.9% | -6.5% | +14.6% |
| 3Y | +86.6% | +155.4% | -68.8% | +53.8% |
| All | +86.6% | +154.1% | -67.5% | +53.8% |
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 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