+1,583.6%
CCJ vs CASY
+8,262.2%
-6,678.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | -11.6% | -0.6% | -11.0% | -12.8% |
| 6M | -16.2% | +10.7% | -26.9% | -19.3% |
| YTD | +10.1% | +37.1% | -27.0% | +1.0% |
| 1Y | +32.3% | +52.3% | -20.0% | +18.2% |
| 3Y | +171.3% | +215.2% | -43.9% | +103.6% |
| 5Y | +372.4% | +276.5% | +95.9% | +238.8% |
| 10Y | +1,070.0% | +508.4% | +561.7% | +634.6% |
| All | +1,583.6% | +8,262.2% | -6,678.5% | +533.4% |
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 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