+293.5%
JCI vs CASY
+555.0%
-261.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.5% |
| 7D | +3.2% | +3.6% | -0.4% | +2.1% |
| 30D | -8.6% | +9.1% | -17.7% | -11.2% |
| 3M | -7.7% | -16.5% | +8.8% | -3.2% |
| 6M | -2.6% | -19.7% | +17.1% | +2.3% |
| YTD | +17.4% | +29.3% | -11.9% | +3.7% |
| 1Y | +16.9% | +33.1% | -16.2% | +2.0% |
| 3Y | +186.7% | +158.5% | +28.2% | +91.1% |
| 5Y | +95.4% | +266.7% | -171.3% | +11.7% |
| All | +293.5% | +555.0% | -261.5% | +82.3% |
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