-22.3%
QID vs CASY
+34.1%
-56.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.9% | -4.8% |
| 7D | -1.1% | +5.8% | -7.0% | -1.7% |
| 30D | +14.4% | +10.7% | +3.7% | +13.4% |
| 3M | +6.7% | -13.9% | +20.5% | +7.4% |
| 6M | +2.6% | -18.4% | +21.0% | +0.1% |
| YTD | -24.2% | +29.6% | -53.8% | -23.4% |
| 1Y | -22.3% | +32.8% | -55.1% | -21.9% |
| All | -22.3% | +34.1% | -56.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling