+176.1%
QLD vs CASY
+215.7%
-39.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | -11.3% | +11.2% | +2.5% |
| 3M | -8.4% | -0.6% | -7.7% | -10.1% |
| 6M | +32.2% | +10.7% | +21.5% | +24.2% |
| YTD | +28.9% | +37.1% | -8.2% | +11.3% |
| 1Y | +43.8% | +52.3% | -8.5% | +18.0% |
| All | +176.1% | +215.7% | -39.6% | +91.2% |
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