-99.1%
QID vs CASY
+555.0%
-654.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +3.0% |
| 7D | -7.1% | +3.6% | -10.7% | -5.5% |
| 30D | +12.6% | +9.1% | +3.6% | +17.4% |
| 3M | +14.2% | -16.5% | +30.8% | +4.2% |
| 6M | +6.2% | -19.7% | +25.9% | -6.0% |
| YTD | -21.8% | +29.3% | -51.1% | -7.2% |
| 1Y | -23.1% | +33.1% | -56.3% | -7.1% |
| 3Y | -71.3% | +158.5% | -229.8% | -43.9% |
| 5Y | -77.0% | +266.7% | -343.7% | -38.3% |
| All | -99.1% | +555.0% | -654.1% | -95.9% |
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