+1,418.0%
QLD vs CASY
+551.3%
+866.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -1.4% | +3.6% | -5.0% | -3.3% |
| 30D | -19.6% | +7.2% | -26.8% | -22.7% |
| 3M | -14.1% | -16.9% | +2.8% | -7.4% |
| 6M | -13.6% | -19.3% | +5.7% | -8.2% |
| YTD | +12.5% | +25.6% | -13.1% | -8.7% |
| 1Y | +13.1% | +30.2% | -17.0% | -10.7% |
| 3Y | +154.7% | +154.9% | -0.2% | +27.7% |
| 5Y | +81.1% | +252.1% | -171.0% | -27.7% |
| 10Y | +1,418.0% | +535.8% | +882.2% | +334.6% |
| All | +1,418.0% | +551.3% | +866.7% | +334.6% |
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