+592.1%
JPM vs CASY
+468.0%
+124.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.2% | +14.6% | +4.8% |
| 7D | -0.4% | -16.5% | +16.1% | +4.9% |
| 30D | -1.4% | -26.4% | +25.0% | +7.9% |
| 3M | +13.9% | -17.3% | +31.2% | +18.2% |
| 6M | +23.5% | -5.2% | +28.7% | +21.4% |
| YTD | +11.6% | +14.1% | -2.4% | +2.4% |
| 1Y | +21.4% | +16.6% | +4.8% | +10.0% |
| 3Y | +163.4% | +163.7% | -0.3% | +67.2% |
| 5Y | +152.5% | +231.3% | -78.8% | +42.0% |
| 10Y | +592.1% | +462.9% | +129.2% | +221.5% |
| All | +592.1% | +468.0% | +124.1% | +221.5% |
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