+28.9%
JD vs CASY
+551.3%
-522.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +7.9% | +3.6% | +4.3% | +7.3% |
| 30D | +4.8% | +7.2% | -2.4% | +3.5% |
| 3M | -13.9% | -16.9% | +3.0% | -11.6% |
| 6M | -5.8% | -19.3% | +13.5% | -3.1% |
| YTD | +2.4% | +25.6% | -23.2% | -2.5% |
| 1Y | -7.5% | +30.2% | -37.7% | -12.6% |
| 3Y | +20.9% | +154.9% | -134.0% | -0.4% |
| 5Y | -58.0% | +252.1% | -310.2% | -68.2% |
| 10Y | +28.9% | +535.8% | -506.9% | -20.6% |
| All | +28.9% | +551.3% | -522.4% | -20.6% |
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