+844.8%
CCJ vs CASY
+551.3%
+293.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +5.6% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | -14.4% | +7.2% | -21.6% | -15.9% |
| 3M | -22.6% | -16.9% | -5.7% | -19.7% |
| 6M | -35.4% | -19.3% | -16.1% | -33.2% |
| YTD | -17.6% | +25.6% | -43.3% | -25.0% |
| 1Y | -18.1% | +30.2% | -48.3% | -26.3% |
| 3Y | +79.6% | +154.9% | -75.3% | +31.1% |
| 5Y | +175.3% | +252.1% | -76.9% | +81.8% |
| 10Y | +844.8% | +535.8% | +309.0% | +415.1% |
| All | +844.8% | +551.3% | +293.5% | +415.1% |
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