+10,718.8%
JPM vs CASY
+33,247.3%
-22,528.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.4% | +3.6% | -3.1% | -0.6% |
| 30D | +2.7% | +7.2% | -4.5% | +0.5% |
| 3M | -3.8% | -16.9% | +13.1% | +0.8% |
| 6M | +14.3% | -19.3% | +33.6% | +19.3% |
| YTD | +8.2% | +25.6% | -17.4% | -2.1% |
| 1Y | +11.0% | +30.2% | -19.2% | -0.9% |
| 3Y | +152.7% | +154.9% | -2.2% | +78.5% |
| 5Y | +130.8% | +252.1% | -121.3% | +45.1% |
| 10Y | +506.0% | +535.8% | -29.9% | +209.8% |
| All | +10,718.8% | +33,247.3% | -22,528.5% | +1,644.5% |
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 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