+11,186.3%
JPM vs CASY
+36,294.0%
-25,107.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.2% | -11.3% | +11.2% | +3.4% |
| 3M | +15.9% | -0.6% | +16.5% | +14.4% |
| 6M | +20.9% | +10.7% | +10.2% | +15.0% |
| YTD | +12.9% | +37.1% | -24.2% | +0.2% |
| 1Y | +20.3% | +52.3% | -32.0% | +3.0% |
| 3Y | +160.9% | +215.2% | -54.3% | +73.3% |
| 5Y | +154.8% | +276.5% | -121.7% | +58.0% |
| 10Y | +591.1% | +508.4% | +82.7% | +259.8% |
| All | +11,186.3% | +36,294.0% | -25,107.8% | +1,685.3% |
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