+139.4%
QLD vs CASY
+154.1%
-14.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -10.3% | +1.1% | -11.4% | -10.5% |
| 30D | -26.1% | +8.7% | -34.8% | -27.5% |
| 3M | -17.8% | -17.3% | -0.4% | -14.5% |
| 6M | -15.6% | -19.7% | +4.2% | -11.7% |
| YTD | +5.4% | +24.8% | -19.5% | -8.9% |
| 1Y | +5.2% | +31.9% | -26.7% | -11.7% |
| 3Y | +139.4% | +155.4% | -15.9% | +51.5% |
| All | +139.4% | +154.1% | -14.6% | +51.5% |
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 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