-74.4%
QID vs CASY
+209.8%
-284.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | -0.4% |
| 7D | -2.7% | -4.4% | +1.6% | -3.7% |
| 30D | +1.8% | -12.0% | +13.8% | -1.1% |
| 3M | -2.2% | -2.3% | +0.2% | -1.8% |
| 6M | -32.1% | +10.5% | -42.7% | -28.1% |
| YTD | -28.6% | +33.0% | -61.6% | -18.7% |
| 1Y | -36.3% | +41.1% | -77.5% | -25.5% |
| 3Y | -74.4% | +207.5% | -281.9% | -62.8% |
| All | -74.4% | +209.8% | -284.2% | -62.8% |
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