+54.3%
JD vs CASY
+1,142.5%
-1,088.2%
-79.1%
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% | +1.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -13.2% | -11.3% | -1.8% | -11.3% |
| 3M | -3.2% | -0.6% | -2.5% | -3.7% |
| 6M | +15.2% | +10.7% | +4.5% | +12.1% |
| YTD | +2.0% | +37.1% | -35.1% | -5.0% |
| 1Y | -5.4% | +52.3% | -57.7% | -13.8% |
| 3Y | -9.1% | +215.2% | -224.3% | -30.4% |
| 5Y | -59.6% | +276.5% | -336.1% | -70.9% |
| 10Y | +26.2% | +508.4% | -482.1% | -24.3% |
| All | +54.3% | +1,142.5% | -1,088.2% | -38.1% |
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