+301.7%
JCI vs CASY
+551.3%
-249.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | -3.4% | +3.6% | -7.0% | -4.5% |
| 30D | -10.1% | +7.2% | -17.3% | -12.3% |
| 3M | -6.8% | -16.9% | +10.1% | -2.2% |
| 6M | +2.0% | -19.3% | +21.3% | +6.7% |
| YTD | +19.2% | +25.6% | -6.5% | +6.2% |
| 1Y | +16.7% | +30.2% | -13.4% | +2.5% |
| 3Y | +194.3% | +154.9% | +39.5% | +97.2% |
| 5Y | +103.0% | +252.1% | -149.1% | +18.0% |
| 10Y | +301.7% | +535.8% | -234.1% | +89.8% |
| All | +301.7% | +551.3% | -249.6% | +89.8% |
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