+303.2%
JBL vs CASY
+253.8%
+49.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.5% |
| 7D | -5.2% | +3.6% | -8.8% | -5.9% |
| 30D | -17.5% | +7.2% | -24.7% | -19.0% |
| 3M | -26.0% | -16.9% | -9.0% | -23.0% |
| 6M | -28.9% | -19.3% | -9.5% | -25.9% |
| YTD | +10.8% | +25.6% | -14.8% | +0.3% |
| 1Y | +18.3% | +30.2% | -11.8% | +5.7% |
| 3Y | +102.2% | +154.9% | -52.7% | +39.0% |
| 5Y | +303.2% | +252.1% | +51.1% | +126.7% |
| All | +303.2% | +253.8% | +49.5% | +126.7% |
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