+157.0%
CCJ vs CASY
+250.1%
-93.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | -20.0% | +8.7% | -28.6% | -21.5% |
| 3M | -23.8% | -17.3% | -6.5% | -21.0% |
| 6M | -42.4% | -19.7% | -22.7% | -40.2% |
| YTD | -22.1% | +24.8% | -46.9% | -30.0% |
| 1Y | -20.8% | +31.9% | -52.7% | -30.3% |
| 3Y | +75.7% | +155.4% | -79.6% | +20.4% |
| All | +157.0% | +250.1% | -93.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling