+3,912.1%
EMR vs CASY
+36,294.0%
-32,382.0%
-56.1%
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 | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -5.6% | -11.3% | +5.7% | -3.2% |
| 3M | +7.9% | -0.6% | +8.6% | +6.9% |
| 6M | +6.0% | +10.7% | -4.7% | +2.4% |
| YTD | +16.4% | +37.1% | -20.7% | +7.2% |
| 1Y | +16.6% | +52.3% | -35.7% | +4.6% |
| 3Y | +62.9% | +215.2% | -152.3% | +22.6% |
| 5Y | +60.1% | +276.5% | -216.4% | +14.9% |
| 10Y | +268.8% | +508.4% | -239.6% | +135.6% |
| All | +3,912.1% | +36,294.0% | -32,382.0% | +1,348.9% |
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