+1,148.2%
JBL vs CASY
+555.0%
+593.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | +6.3% | +3.6% | +2.8% | +5.2% |
| 30D | -13.5% | +9.1% | -22.5% | -16.1% |
| 3M | -31.3% | -16.5% | -14.8% | -27.8% |
| 6M | -28.4% | -19.7% | -8.7% | -24.7% |
| YTD | +11.6% | +29.3% | -17.7% | -2.1% |
| 1Y | +26.1% | +33.1% | -7.0% | +9.3% |
| 3Y | +97.4% | +158.5% | -61.2% | +27.1% |
| 5Y | +301.0% | +266.7% | +34.3% | +117.8% |
| All | +1,148.2% | +555.0% | +593.2% | +456.1% |
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 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