-58.4%
JD vs CASY
+254.7%
-313.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | +5.2% | +5.0% | +0.2% | +4.7% |
| 30D | +4.5% | +8.2% | -3.7% | +3.7% |
| 3M | -15.4% | -18.2% | +2.8% | -14.0% |
| 6M | -6.0% | -18.6% | +12.6% | -4.5% |
| YTD | +2.2% | +26.8% | -24.6% | -0.4% |
| 1Y | -6.7% | +31.6% | -38.3% | -9.3% |
| 3Y | +20.5% | +156.5% | -136.0% | +9.5% |
| 5Y | -58.4% | +258.6% | -317.1% | -66.0% |
| All | -58.4% | +254.7% | -313.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling