+2,307.7%
JCI vs CASY
+36,294.0%
-33,986.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | -5.7% | -11.3% | +5.7% | -3.1% |
| 3M | -1.4% | -0.6% | -0.8% | -2.4% |
| 6M | +4.1% | +10.7% | -6.6% | +0.4% |
| YTD | +21.7% | +37.1% | -15.4% | +11.5% |
| 1Y | +36.1% | +52.3% | -16.2% | +21.3% |
| 3Y | +154.4% | +215.2% | -60.8% | +88.8% |
| 5Y | +112.0% | +276.5% | -164.5% | +50.0% |
| 10Y | +322.2% | +508.4% | -186.1% | +163.1% |
| All | +2,307.7% | +36,294.0% | -33,986.3% | +569.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling