-70.4%
QID vs CASY
+154.1%
-224.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.6% |
| 7D | +9.4% | +1.1% | +8.3% | +9.6% |
| 30D | +31.2% | +8.7% | +22.5% | +33.5% |
| 3M | +17.4% | -17.3% | +34.7% | +12.3% |
| 6M | +8.4% | -19.7% | +28.1% | +1.6% |
| YTD | -15.8% | +24.8% | -40.6% | -4.2% |
| 1Y | -16.3% | +31.9% | -48.2% | -2.3% |
| 3Y | -70.4% | +155.4% | -225.8% | -52.3% |
| All | -70.4% | +154.1% | -224.5% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling