-100.0%
QID vs CASY
+3,595.9%
-3,695.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | 0.0% | -11.3% | +11.3% | -6.8% |
| 3M | +3.7% | -0.6% | +4.4% | +3.2% |
| 6M | -29.9% | +10.7% | -40.6% | -24.6% |
| YTD | -28.8% | +37.1% | -65.9% | -12.6% |
| 1Y | -37.2% | +52.3% | -89.5% | -17.5% |
| 3Y | -73.7% | +215.2% | -288.9% | -41.6% |
| 5Y | -80.7% | +276.5% | -357.2% | -48.0% |
| 10Y | -99.1% | +508.4% | -607.5% | -96.1% |
| All | -100.0% | +3,595.9% | -3,695.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling