+1,080.5%
CCJ vs CASY
+549.1%
+531.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.9% |
| 7D | +5.9% | -4.4% | +10.3% | +7.1% |
| 30D | +4.7% | -12.0% | +16.7% | +7.8% |
| 3M | -3.3% | -2.3% | -1.0% | -4.6% |
| 6M | -7.0% | +10.5% | -17.6% | -11.6% |
| YTD | +11.5% | +33.0% | -21.6% | +0.6% |
| 1Y | +32.3% | +41.1% | -8.9% | +16.9% |
| 3Y | +176.8% | +207.5% | -30.7% | +92.3% |
| 5Y | +351.8% | +290.7% | +61.1% | +191.4% |
| 10Y | +1,080.5% | +556.5% | +524.0% | +521.4% |
| All | +1,080.5% | +549.1% | +531.5% | +521.4% |
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