+409.8%
JBL vs CASY
+234.8%
+175.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +3.1% |
| 7D | +4.0% | -16.5% | +20.5% | +8.3% |
| 30D | -7.5% | -26.4% | +18.9% | -0.7% |
| 3M | -14.1% | -17.3% | +3.2% | -11.7% |
| 6M | +25.9% | -5.2% | +31.1% | +23.8% |
| YTD | +36.7% | +14.1% | +22.6% | +26.9% |
| 1Y | +49.0% | +16.6% | +32.4% | +37.0% |
| 3Y | +191.8% | +163.7% | +28.1% | +94.9% |
| 5Y | +409.8% | +231.3% | +178.5% | +196.1% |
| All | +409.8% | +234.8% | +175.0% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling