+4,162.2%
EMR vs CASY
+33,031.0%
-28,868.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +2.0% | +8.7% | -6.7% | 0.0% |
| 3M | +3.8% | -17.3% | +21.1% | +7.5% |
| 6M | +10.5% | -19.7% | +30.3% | +14.1% |
| YTD | +23.7% | +24.8% | -1.1% | +15.6% |
| 1Y | +25.4% | +31.9% | -6.5% | +15.7% |
| 3Y | +86.6% | +155.4% | -68.8% | +46.7% |
| 5Y | +83.0% | +250.6% | -167.6% | +32.9% |
| 10Y | +319.5% | +556.8% | -237.3% | +163.7% |
| All | +4,162.2% | +33,031.0% | -28,868.8% | +1,463.3% |
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