+121.0%
QLD vs CASY
+276.6%
-155.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | -11.3% | +11.2% | +4.6% |
| 3M | -8.4% | -0.6% | -7.7% | -11.2% |
| 6M | +32.2% | +10.7% | +21.5% | +20.2% |
| YTD | +28.9% | +37.1% | -8.2% | +3.7% |
| 1Y | +43.8% | +52.3% | -8.5% | +7.6% |
| 3Y | +176.6% | +215.2% | -38.6% | +24.7% |
| All | +121.0% | +276.6% | -155.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling