+208.3%
JNJ vs CASY
+539.5%
-331.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +5.5% | +5.0% | +0.5% | +4.6% |
| 30D | +7.4% | +8.2% | -0.8% | +5.9% |
| 3M | +7.8% | -18.2% | +26.0% | +11.3% |
| 6M | +28.2% | -18.6% | +46.8% | +32.0% |
| YTD | +37.9% | +26.8% | +11.1% | +29.9% |
| 1Y | +52.4% | +31.6% | +20.8% | +42.4% |
| 3Y | +107.7% | +156.5% | -48.9% | +64.9% |
| 5Y | +96.5% | +258.6% | -162.1% | +41.1% |
| 10Y | +208.3% | +550.3% | -342.0% | +92.7% |
| All | +208.3% | +539.5% | -331.2% | +92.7% |
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