+34.4%
JD vs CASY
+555.0%
-520.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | -4.1% | +3.6% | -7.7% | -4.7% |
| 30D | +4.6% | +9.1% | -4.4% | +3.1% |
| 3M | -4.7% | -16.5% | +11.8% | -2.2% |
| 6M | -17.4% | -19.7% | +2.4% | -14.9% |
| YTD | +0.7% | +29.3% | -28.6% | -4.6% |
| 1Y | -5.9% | +33.1% | -39.0% | -11.4% |
| 3Y | +18.9% | +158.5% | -139.6% | -2.3% |
| 5Y | -62.9% | +266.7% | -329.6% | -72.2% |
| All | +34.4% | +555.0% | -520.7% | -16.6% |
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