+1,447.0%
JBL vs CASY
+464.4%
+982.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -1.0% | -17.2% | +16.2% | +4.9% |
| 30D | -15.1% | -24.4% | +9.3% | -7.2% |
| 3M | -14.0% | -31.4% | +17.4% | -3.4% |
| 6M | +20.6% | -8.9% | +29.5% | +20.7% |
| YTD | +32.9% | +13.8% | +19.1% | +22.2% |
| 1Y | +40.5% | +17.0% | +23.6% | +27.3% |
| 3Y | +183.7% | +163.1% | +20.6% | +79.2% |
| 5Y | +388.3% | +239.0% | +149.3% | +172.0% |
| All | +1,447.0% | +464.4% | +982.6% | +612.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling