+32.0%
CCJ vs CASY
+43.1%
-11.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.1% |
| 7D | +5.9% | -4.4% | +10.3% | +5.7% |
| 30D | +4.7% | -12.0% | +16.7% | +4.0% |
| 3M | -3.3% | -2.3% | -1.0% | -4.7% |
| 6M | -7.0% | +10.5% | -17.6% | -11.9% |
| YTD | +11.5% | +33.0% | -21.6% | +5.3% |
| All | +32.0% | +43.1% | -11.1% | +27.6% |
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