+152.8%
JPM vs CASY
+274.3%
-121.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | -0.4% | -4.4% | +4.0% | +0.4% |
| 30D | -1.1% | -12.0% | +10.9% | +1.2% |
| 3M | +14.1% | -2.3% | +16.5% | +13.3% |
| 6M | +23.3% | +10.5% | +12.8% | +18.3% |
| YTD | +11.3% | +33.0% | -21.8% | +1.8% |
| 1Y | +23.0% | +41.1% | -18.1% | +10.5% |
| 3Y | +162.6% | +207.5% | -44.9% | +85.3% |
| 5Y | +152.8% | +290.7% | -138.0% | +59.5% |
| All | +152.8% | +274.3% | -121.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling