-19.9%
CCJ vs CASY
+30.1%
-50.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +5.7% |
| 7D | +2.7% | +3.6% | -0.9% | +2.8% |
| 30D | -14.4% | +7.2% | -21.6% | -14.3% |
| 3M | -22.6% | -16.9% | -5.7% | -23.0% |
| 6M | -35.4% | -19.3% | -16.1% | -32.2% |
| YTD | -17.6% | +25.6% | -43.3% | -26.5% |
| All | -19.9% | +30.1% | -50.0% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling