+59.0%
JD vs CASY
+1,031.1%
-972.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +13.4% | +1.1% | +12.3% | +13.1% |
| 30D | +7.7% | +8.7% | -1.0% | +6.0% |
| 3M | -11.3% | -17.3% | +6.0% | -8.4% |
| 6M | -5.1% | -19.7% | +14.6% | -2.0% |
| YTD | +5.0% | +24.8% | -19.8% | -0.7% |
| 1Y | -5.6% | +31.9% | -37.5% | -11.9% |
| 3Y | +17.8% | +155.4% | -137.6% | -5.9% |
| 5Y | -57.2% | +250.6% | -307.7% | -68.8% |
| 10Y | +34.8% | +556.8% | -522.1% | -22.2% |
| All | +59.0% | +1,031.1% | -972.1% | -35.3% |
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