-99.2%
QID vs CASY
+468.0%
-567.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.7% | -6.7% |
| 7D | -1.9% | -16.5% | +14.6% | -10.2% |
| 30D | +1.7% | -26.4% | +28.1% | -12.7% |
| 3M | -3.9% | -17.3% | +13.4% | -12.3% |
| 6M | -30.0% | -5.2% | -24.8% | -30.1% |
| YTD | -28.2% | +14.1% | -42.3% | -19.9% |
| 1Y | -35.6% | +16.6% | -52.3% | -27.1% |
| 3Y | -74.3% | +163.7% | -238.0% | -47.9% |
| 5Y | -80.8% | +231.3% | -312.1% | -50.8% |
| 10Y | -99.2% | +462.9% | -562.0% | -96.5% |
| All | -99.2% | +468.0% | -567.2% | -96.5% |
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 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