+10,478.8%
JPM vs CASY
+33,031.0%
-22,552.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | +1.5% | +8.7% | -7.2% | -1.2% |
| 3M | -5.7% | -17.3% | +11.7% | -0.9% |
| 6M | +7.2% | -19.7% | +27.0% | +12.0% |
| YTD | +5.8% | +24.8% | -19.0% | -4.1% |
| 1Y | +8.8% | +31.9% | -23.1% | -3.3% |
| 3Y | +147.4% | +155.4% | -8.0% | +74.6% |
| 5Y | +125.3% | +250.6% | -125.2% | +41.8% |
| 10Y | +540.5% | +556.8% | -16.3% | +224.3% |
| All | +10,478.8% | +33,031.0% | -22,552.3% | +1,609.1% |
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