+193.4%
JNJ vs CASY
+464.4%
-271.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.3% | -17.2% | +12.9% | -1.3% |
| 30D | +3.0% | -24.4% | +27.4% | +8.0% |
| 3M | +12.2% | -31.4% | +43.6% | +19.6% |
| 6M | +10.5% | -8.9% | +19.4% | +11.0% |
| YTD | +30.8% | +13.8% | +16.9% | +25.8% |
| 1Y | +54.9% | +17.0% | +38.0% | +48.0% |
| 3Y | +80.7% | +163.1% | -82.5% | +41.6% |
| 5Y | +83.4% | +239.0% | -155.6% | +32.7% |
| All | +193.4% | +464.4% | -271.1% | +89.5% |
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