+5,587.9%
CNQ vs CASY
+6,652.2%
-1,064.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.7% | -17.2% | +16.6% | +3.9% |
| 30D | +6.7% | -24.4% | +31.1% | +14.2% |
| 3M | +12.8% | -31.4% | +44.2% | +23.8% |
| 6M | +13.3% | -8.9% | +22.2% | +14.3% |
| YTD | +53.1% | +13.8% | +39.2% | +45.1% |
| 1Y | +66.1% | +17.0% | +49.1% | +55.9% |
| 3Y | +75.4% | +163.1% | -87.7% | +28.8% |
| 5Y | +288.1% | +239.0% | +49.1% | +161.8% |
| 10Y | +423.6% | +461.6% | -38.0% | +203.8% |
| All | +5,587.9% | +6,652.2% | -1,064.2% | +2,014.1% |
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