+1,091.6%
CCJ vs CASY
+7,512.4%
-6,420.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 6M | -42.4% | -19.7% | -22.7% | -40.7% |
| YTD | -22.1% | +24.8% | -46.9% | -27.4% |
| 1Y | -20.8% | +31.9% | -52.7% | -27.2% |
| 3Y | +75.7% | +155.4% | -79.6% | +37.6% |
| 5Y | +167.4% | +250.6% | -83.1% | +94.0% |
| 10Y | +826.3% | +556.8% | +269.5% | +470.4% |
| All | +1,091.6% | +7,512.4% | -6,420.8% | +355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling