+346.1%
CCJ vs CASY
+276.6%
+69.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +6.9% | -11.3% | +18.2% | +9.6% |
| 3M | -11.6% | -0.6% | -11.0% | -13.2% |
| 6M | -16.2% | +10.7% | -26.9% | -20.7% |
| YTD | +10.1% | +37.1% | -27.0% | -2.5% |
| 1Y | +32.3% | +52.3% | -20.0% | +12.6% |
| 3Y | +171.3% | +215.2% | -43.9% | +75.9% |
| All | +346.1% | +276.6% | +69.5% | +160.7% |
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